+384.9%
CRWD vs SBAC
-11.3%
+396.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.4% | +0.3% |
| 7D | -2.8% | -5.3% | +2.4% | -3.3% |
| 30D | -5.9% | +0.4% | -6.3% | -5.8% |
| 3M | +29.0% | -11.9% | +40.9% | +27.7% |
| 6M | +91.5% | -4.5% | +95.9% | +89.5% |
| YTD | +78.2% | -4.3% | +82.6% | +76.4% |
| 1Y | +96.6% | -3.9% | +100.5% | +94.9% |
| All | +384.9% | -11.3% | +396.2% | +381.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling