-8.5%
DASH vs SBAC
-0.4%
-8.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.1% |
| 7D | +0.4% | +1.2% | -0.8% | +0.3% |
| 30D | -6.0% | +11.2% | -17.2% | -6.7% |
| 3M | -15.8% | +4.5% | -20.2% | -16.2% |
| 6M | +7.0% | -12.2% | +19.1% | +6.2% |
| YTD | -20.7% | -0.1% | -20.5% | -24.9% |
| 1Y | -8.5% | -0.3% | -8.3% | -13.2% |
| All | -8.5% | -0.4% | -8.2% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling