+608.6%
DG vs SBAC
+573.2%
+35.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -3.0% | -2.8% | -0.2% | -2.2% |
| 30D | +8.6% | +3.1% | +5.5% | +7.7% |
| 3M | +15.0% | +5.1% | +9.9% | +13.4% |
| 6M | +32.7% | -11.4% | +44.1% | +36.2% |
| YTD | +5.5% | +0.2% | +5.3% | +4.1% |
| 1Y | +34.6% | -3.9% | +38.5% | +34.3% |
| 3Y | +24.2% | -7.7% | +31.9% | +24.2% |
| 5Y | -32.3% | -39.7% | +7.5% | -25.7% |
| 10Y | +111.1% | +111.9% | -0.8% | +68.3% |
| All | +608.6% | +573.2% | +35.4% | +296.8% |
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