+1,036.1%
DTE vs SBAC
+2,208.1%
-1,172.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | +0.2% | -0.8% | +1.0% | +0.2% |
| 30D | -2.6% | +6.9% | -9.5% | -3.2% |
| 3M | -3.9% | -8.2% | +4.3% | -3.2% |
| 6M | -7.9% | -1.6% | -6.3% | -8.1% |
| YTD | +7.2% | -0.1% | +7.3% | +6.8% |
| 1Y | +3.1% | -0.5% | +3.5% | +2.7% |
| 3Y | +47.6% | -9.1% | +56.6% | +47.9% |
| 5Y | +32.7% | -43.8% | +76.5% | +38.1% |
| 10Y | +138.8% | +80.5% | +58.2% | +128.2% |
| All | +1,036.1% | +2,208.1% | -1,172.0% | +700.6% |
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