+7.7%
DIS vs SBAC
-0.1%
+7.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +2.0% |
| 7D | +5.3% | +3.0% | +2.3% | +5.0% |
| 30D | +10.2% | +4.3% | +5.9% | +9.7% |
| 3M | +13.5% | +4.1% | +9.4% | +12.8% |
| 6M | +11.1% | -11.6% | +22.7% | +12.2% |
| YTD | +5.5% | +0.4% | +5.1% | +6.6% |
| All | +7.7% | -0.1% | +7.8% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling