+55.8%
DELL vs SBAC
-13.6%
+69.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -1.2% |
| 7D | +17.1% | -3.4% | +20.5% | +16.1% |
| 30D | -35.1% | +2.6% | -37.7% | -34.3% |
| 3M | -23.3% | +2.6% | -25.9% | -23.1% |
| 6M | +55.8% | -11.5% | +67.3% | +53.0% |
| All | +55.8% | -13.6% | +69.4% | +53.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling