+0.4%
DOW vs SBAC
+7.5%
-7.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.3% |
| 7D | +3.7% | -3.4% | +7.0% | +4.5% |
| 30D | +16.3% | +2.6% | +13.7% | +15.4% |
| 3M | +9.7% | +2.6% | +7.1% | +8.5% |
| 6M | -14.1% | -11.5% | -2.6% | -11.9% |
| YTD | +46.6% | -1.6% | +48.2% | +44.4% |
| 1Y | +56.8% | -5.1% | +61.9% | +55.9% |
| 3Y | -20.4% | -9.3% | -11.0% | -21.1% |
| 5Y | -27.4% | -41.0% | +13.5% | -19.3% |
| All | +0.4% | +7.5% | -7.1% | +6.3% |
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