-51.1%
DOCS vs SBAC
-39.7%
-11.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -3.9% |
| 7D | -1.3% | +4.4% | -5.8% | -2.5% |
| 30D | +19.4% | +13.8% | +5.6% | +14.9% |
| 3M | +53.4% | +9.0% | +44.4% | +49.4% |
| 6M | +28.8% | -10.0% | +38.8% | +32.4% |
| YTD | -25.1% | +1.8% | -26.9% | -26.5% |
| 1Y | -48.1% | +1.1% | -49.3% | -49.1% |
| 3Y | +51.4% | -9.5% | +60.9% | +49.9% |
| 5Y | -51.1% | -39.0% | -12.1% | -41.2% |
| All | -51.1% | -39.7% | -11.4% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling