+62.1%
D vs SBAC
-8.8%
+70.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | +1.5% | -0.8% | +2.2% | +1.7% |
| 30D | -2.6% | +6.9% | -9.5% | -4.7% |
| 3M | 0.0% | -8.2% | +8.2% | +2.6% |
| 6M | +7.4% | -1.6% | +9.0% | +7.1% |
| YTD | +15.9% | -0.1% | +16.0% | +14.6% |
| 1Y | +18.1% | -0.5% | +18.6% | +16.7% |
| All | +62.1% | -8.8% | +70.9% | +60.3% |
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