+604.7%
DG vs SBAC
+574.3%
+30.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | +0.7% | +3.0% | -2.3% | 0.0% |
| 30D | +7.4% | +4.3% | +3.1% | +6.2% |
| 3M | +8.5% | +4.1% | +4.4% | +7.2% |
| 6M | +21.9% | -11.6% | +33.5% | +25.2% |
| YTD | +4.9% | +0.4% | +4.6% | +3.5% |
| 1Y | +40.4% | -1.1% | +41.5% | +39.1% |
| 3Y | +23.5% | -7.3% | +30.7% | +23.4% |
| 5Y | -32.3% | -40.8% | +8.5% | -25.5% |
| 10Y | +119.3% | +103.0% | +16.4% | +76.5% |
| All | +604.7% | +574.3% | +30.4% | +294.5% |
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