-35.8%
DAR vs SBAC
-40.7%
+4.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.5% |
| 7D | -2.8% | +3.0% | -5.7% | -3.5% |
| 30D | -12.8% | +4.3% | -17.1% | -13.9% |
| 3M | -11.6% | +4.1% | -15.7% | -12.8% |
| 6M | -16.8% | -11.6% | -5.2% | -14.4% |
| YTD | +45.9% | +0.4% | +45.6% | +43.2% |
| 1Y | +61.5% | -1.1% | +62.6% | +59.2% |
| 3Y | +23.0% | -7.3% | +30.2% | +21.1% |
| 5Y | -35.8% | -40.8% | +4.9% | -26.6% |
| All | -35.8% | -40.7% | +4.8% | -26.6% |
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