+8.9%
F vs SBAC
+2,232.4%
-2,223.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +1.0% | +3.6% | -2.7% | +0.3% |
| 30D | +2.1% | +4.9% | -2.8% | +1.2% |
| 3M | -10.3% | +6.5% | -16.7% | -11.4% |
| 6M | +3.3% | -11.1% | +14.4% | +4.8% |
| YTD | -2.0% | +0.9% | -2.9% | -3.3% |
| 1Y | -2.3% | -1.6% | -0.7% | -3.2% |
| 3Y | +49.9% | -7.0% | +56.9% | +48.8% |
| 5Y | -12.5% | -39.2% | +26.8% | -6.9% |
| 10Y | +74.3% | +111.4% | -37.1% | +49.2% |
| All | +8.9% | +2,232.4% | -2,223.4% | -43.9% |
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