+31.2%
DG vs SBAC
-2.9%
+34.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | +0.3% | +0.6% | -0.3% | +0.1% |
| 30D | +3.2% | +5.5% | -2.2% | +1.9% |
| 3M | +10.4% | +3.1% | +7.3% | +9.2% |
| 6M | +33.2% | -7.0% | +40.2% | +33.9% |
| YTD | +3.0% | +0.5% | +2.5% | +3.7% |
| 1Y | +31.2% | +0.2% | +31.0% | +33.0% |
| All | +31.2% | -2.9% | +34.1% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling