+76.3%
DE vs SBAC
-8.7%
+85.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -3.0% | +0.2% | -3.2% | -3.1% |
| 30D | +11.1% | +3.9% | +7.3% | +10.4% |
| 3M | +17.6% | -8.2% | +25.8% | +19.4% |
| 6M | +13.6% | -2.8% | +16.4% | +13.9% |
| YTD | +46.3% | -1.5% | +47.8% | +46.1% |
| 1Y | +44.2% | 0.0% | +44.2% | +43.3% |
| All | +76.3% | -8.7% | +85.0% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling