+7.9%
DT vs SBAC
-2.7%
+10.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.5% | +1.6% |
| 7D | -2.5% | -5.3% | +2.7% | -2.6% |
| 30D | +3.5% | +0.4% | +3.2% | +3.6% |
| 3M | +26.7% | -11.9% | +38.6% | +27.1% |
| 6M | +36.1% | -4.5% | +40.6% | +33.0% |
| YTD | +18.6% | -4.3% | +23.0% | +15.5% |
| 1Y | +7.9% | -3.9% | +11.8% | +5.7% |
| All | +7.9% | -2.7% | +10.6% | +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 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