+373.6%
DD vs SBAC
+2,219.2%
-1,845.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.5% | +5.4% | +5.8% |
| 7D | +9.8% | +3.0% | +6.8% | +9.3% |
| 30D | +19.3% | +4.3% | +15.0% | +18.6% |
| 3M | +9.4% | +4.1% | +5.2% | +8.5% |
| 6M | +4.8% | -11.6% | +16.4% | +6.0% |
| YTD | +30.2% | +0.4% | +29.9% | +28.9% |
| 1Y | +32.2% | -1.1% | +33.3% | +31.1% |
| 3Y | +93.1% | -7.3% | +100.4% | +91.9% |
| 5Y | +68.0% | -40.8% | +108.8% | +76.3% |
| 10Y | +98.5% | +103.0% | -4.5% | +76.0% |
| All | +373.6% | +2,219.2% | -1,845.6% | +199.0% |
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