+7.8%
D vs SBAC
-43.7%
+51.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.8% |
| 3M | 0.0% | -8.2% | +8.2% | +2.6% |
| 6M | +7.4% | -1.6% | +9.0% | +6.6% |
| YTD | +15.9% | -0.1% | +16.0% | +14.1% |
| 1Y | +18.1% | -0.5% | +18.6% | +16.3% |
| 3Y | +58.4% | -9.1% | +67.4% | +59.4% |
| All | +7.8% | -43.7% | +51.4% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling