-37.9%
DG vs SBAC
-43.9%
+6.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | +1.0% | +3.2% | -2.2% | +0.1% |
| 3M | +20.3% | -5.1% | +25.4% | +21.6% |
| 6M | -11.7% | -2.1% | -9.6% | -12.1% |
| YTD | -2.3% | -0.5% | -1.8% | -3.4% |
| 1Y | +20.0% | +1.1% | +18.9% | +18.1% |
| 3Y | +7.2% | -7.4% | +14.7% | +7.7% |
| 5Y | -37.9% | -44.3% | +6.4% | -30.0% |
| All | -37.9% | -43.9% | +6.0% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling