+580.2%
EXC vs SBAC
+2,208.1%
-1,628.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.0% |
| 7D | +0.3% | -0.8% | +1.1% | +0.4% |
| 30D | -3.7% | +6.9% | -10.6% | -4.4% |
| 3M | -1.3% | -8.2% | +6.9% | -0.5% |
| 6M | -9.7% | -1.6% | -8.1% | -9.9% |
| YTD | +2.9% | -0.1% | +3.0% | +2.5% |
| 1Y | +4.4% | -0.5% | +4.8% | +3.9% |
| 3Y | +22.2% | -9.1% | +31.3% | +22.5% |
| 5Y | +46.7% | -43.8% | +90.5% | +53.3% |
| 10Y | +155.3% | +80.5% | +74.8% | +143.4% |
| All | +580.2% | +2,208.1% | -1,628.0% | +371.7% |
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