+63.1%
DD vs SBAC
-43.9%
+107.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | -7.4% | +3.2% | -10.7% | -8.1% |
| 3M | -6.4% | -5.1% | -1.4% | -5.7% |
| 6M | -2.5% | -2.1% | -0.4% | -2.9% |
| YTD | +10.2% | -0.5% | +10.8% | +9.1% |
| 1Y | +36.9% | +1.1% | +35.8% | +34.8% |
| 3Y | +47.0% | -7.4% | +54.5% | +45.3% |
| 5Y | +63.1% | -44.3% | +107.5% | +79.1% |
| All | +63.1% | -43.9% | +107.1% | +79.1% |
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