-42.9%
DT vs SBAC
-41.0%
-1.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.2% |
| 7D | -24.7% | +1.2% | -25.9% | -24.9% |
| 30D | -27.4% | +11.2% | -38.5% | -29.3% |
| 3M | -11.1% | +4.5% | -15.6% | -12.3% |
| 6M | +13.7% | -12.2% | +25.8% | +16.8% |
| YTD | +0.2% | -0.1% | +0.4% | -1.9% |
| 1Y | -5.7% | -0.3% | -5.4% | -7.8% |
| 3Y | -8.1% | -8.7% | +0.6% | -11.3% |
| All | -42.9% | -41.0% | -1.9% | -28.3% |
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 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