+6,065.3%
DE vs SBAC
+2,208.1%
+3,857.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +10.0% | -0.8% | +10.8% | +10.1% |
| 30D | +13.3% | +6.9% | +6.4% | +12.3% |
| 3M | +17.5% | -8.2% | +25.7% | +18.5% |
| 6M | +13.6% | -1.6% | +15.2% | +13.1% |
| YTD | +49.8% | -0.1% | +49.9% | +48.8% |
| 1Y | +47.9% | -0.5% | +48.3% | +46.9% |
| 3Y | +72.5% | -9.1% | +81.6% | +72.3% |
| 5Y | +90.2% | -43.8% | +134.0% | +100.5% |
| 10Y | +865.4% | +80.5% | +784.8% | +770.8% |
| All | +6,065.3% | +2,208.1% | +3,857.2% | +3,878.4% |
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 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