+117.6%
DT vs SBAC
-14.6%
+132.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | -3.3% | -0.8% | -2.5% | -3.0% |
| 30D | +2.0% | +6.9% | -4.9% | -0.5% |
| 3M | +20.0% | -8.2% | +28.2% | +23.2% |
| 6M | +39.3% | -1.6% | +40.9% | +36.9% |
| YTD | +19.8% | -0.1% | +19.9% | +16.3% |
| 1Y | +4.3% | -0.5% | +4.7% | +1.1% |
| 3Y | +7.7% | -9.1% | +16.8% | +3.0% |
| 5Y | -26.8% | -43.8% | +17.0% | -7.6% |
| All | +117.6% | -14.6% | +132.2% | +94.0% |
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