+28.1%
F vs SBAC
+2,208.1%
-2,180.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.5% | +1.6% |
| 7D | +5.3% | -0.8% | +6.1% | +5.5% |
| 30D | +4.6% | +6.9% | -2.3% | +3.4% |
| 3M | -3.7% | -8.2% | +4.6% | -2.5% |
| 6M | +16.8% | -1.6% | +18.5% | +16.1% |
| YTD | +15.3% | -0.1% | +15.4% | +14.1% |
| 1Y | +31.0% | -0.5% | +31.5% | +29.7% |
| 3Y | +45.4% | -9.1% | +54.5% | +45.1% |
| 5Y | +54.7% | -43.8% | +98.5% | +66.8% |
| 10Y | +98.2% | +80.5% | +17.7% | +74.2% |
| All | +28.1% | +2,208.1% | -2,180.0% | -33.8% |
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