+611.0%
EXC vs SBAC
+2,207.9%
-1,596.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.8% |
| 7D | -1.2% | +1.2% | -2.4% | -1.3% |
| 30D | +10.0% | +11.2% | -1.2% | +8.7% |
| 3M | +1.6% | +4.5% | -2.8% | +1.1% |
| 6M | +3.3% | -12.2% | +15.4% | +4.4% |
| YTD | +7.6% | -0.1% | +7.7% | +7.0% |
| 1Y | +3.5% | -0.3% | +3.7% | +3.0% |
| 3Y | +27.7% | -8.7% | +36.4% | +27.9% |
| 5Y | +41.1% | -40.2% | +81.3% | +46.6% |
| 10Y | +178.2% | +97.3% | +80.9% | +163.3% |
| All | +611.0% | +2,207.9% | -1,596.9% | +392.8% |
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