+5,182.5%
DGX vs SBAC
+2,208.1%
+2,974.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.9% |
| 7D | -2.3% | -0.8% | -1.5% | -2.3% |
| 30D | +0.6% | +6.9% | -6.4% | 0.0% |
| 3M | +21.4% | -8.2% | +29.6% | +22.2% |
| 6M | +14.7% | -1.6% | +16.4% | +14.4% |
| YTD | +38.4% | -0.1% | +38.6% | +37.9% |
| 1Y | +34.0% | -0.5% | +34.4% | +33.4% |
| 3Y | +92.7% | -9.1% | +101.8% | +92.8% |
| 5Y | +67.7% | -43.8% | +111.5% | +73.8% |
| 10Y | +248.0% | +80.5% | +167.5% | +230.3% |
| All | +5,182.5% | +2,208.1% | +2,974.4% | +4,907.7% |
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