-10.8%
DOW vs SBAC
+9.2%
-20.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.7% |
| 7D | -2.4% | -0.8% | -1.6% | -2.2% |
| 30D | +0.4% | +6.9% | -6.5% | -1.5% |
| 3M | -14.4% | -8.2% | -6.2% | -12.7% |
| 6M | -7.0% | -1.6% | -5.3% | -7.9% |
| YTD | +30.2% | -0.1% | +30.3% | +28.1% |
| 1Y | +29.2% | -0.5% | +29.7% | +27.0% |
| 3Y | -36.7% | -9.1% | -27.6% | -37.3% |
| 5Y | -37.7% | -43.8% | +6.1% | -29.2% |
| All | -10.8% | +9.2% | -20.0% | -5.7% |
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