+845.7%
D vs SBAC
+2,208.1%
-1,362.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | +0.4% | -0.8% | +1.2% | +0.5% |
| 30D | -3.6% | +6.9% | -10.5% | -4.2% |
| 3M | -1.0% | -8.2% | +7.2% | -0.3% |
| 6M | +6.3% | -1.6% | +7.9% | +6.1% |
| YTD | +14.7% | -0.1% | +14.8% | +14.3% |
| 1Y | +16.9% | -0.5% | +17.4% | +16.5% |
| 3Y | +56.8% | -9.1% | +65.9% | +57.3% |
| 5Y | +5.2% | -43.8% | +49.0% | +9.5% |
| 10Y | +35.9% | +80.5% | -44.7% | +30.6% |
| All | +845.7% | +2,208.1% | -1,362.4% | +587.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling