+425.7%
DELL vs SBAC
-8.5%
+434.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.9% |
| 7D | +17.1% | -3.4% | +20.5% | +16.6% |
| 30D | -35.1% | +2.6% | -37.7% | -34.7% |
| 3M | -23.3% | +2.6% | -25.9% | -23.0% |
| 6M | +55.8% | -11.5% | +67.3% | +54.6% |
| YTD | +198.0% | -1.6% | +199.6% | +197.7% |
| 1Y | +166.6% | -5.1% | +171.7% | +163.7% |
| All | +425.7% | -8.5% | +434.2% | +433.5% |
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