+5,901.9%
DE vs SBAC
+2,222.3%
+3,679.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | +3.6% | +5.5% | -1.9% | +2.8% |
| 3M | +10.2% | +3.1% | +7.2% | +9.6% |
| 6M | +16.6% | -7.0% | +23.6% | +17.1% |
| YTD | +45.8% | +0.5% | +45.3% | +44.5% |
| 1Y | +43.9% | +0.2% | +43.7% | +42.6% |
| 3Y | +89.6% | -7.4% | +97.0% | +88.7% |
| 5Y | +100.3% | -39.7% | +140.0% | +109.0% |
| 10Y | +760.8% | +112.5% | +648.2% | +660.3% |
| All | +5,901.9% | +2,222.3% | +3,679.6% | +3,762.8% |
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