+583.4%
DG vs SBAC
+571.1%
+12.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.8% |
| 7D | +8.4% | -0.8% | +9.2% | +8.6% |
| 30D | +4.9% | +6.9% | -2.0% | +3.1% |
| 3M | +29.3% | -8.2% | +37.6% | +31.8% |
| 6M | -11.3% | -1.6% | -9.6% | -11.8% |
| YTD | +1.8% | -0.1% | +1.9% | +0.6% |
| 1Y | +25.3% | -0.5% | +25.8% | +24.0% |
| 3Y | +9.1% | -9.1% | +18.2% | +9.4% |
| 5Y | -34.9% | -43.8% | +8.9% | -27.4% |
| 10Y | +108.2% | +80.5% | +27.6% | +72.1% |
| All | +583.4% | +571.1% | +12.3% | +283.4% |
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