-7.0%
DASH vs SBAC
-40.3%
+33.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.5% |
| 7D | +0.4% | +1.2% | -0.8% | +0.1% |
| 30D | -6.0% | +11.2% | -17.2% | -9.4% |
| 3M | -15.8% | +4.5% | -20.2% | -17.1% |
| 6M | +7.0% | -12.2% | +19.1% | +11.0% |
| YTD | -20.7% | -0.1% | -20.5% | -22.8% |
| 1Y | -8.5% | -0.3% | -8.3% | -11.0% |
| 3Y | +101.8% | -8.7% | +110.5% | +93.5% |
| All | -7.0% | -40.3% | +33.4% | +25.2% |
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 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