+35.8%
FIVE vs SBAC
-10.4%
+46.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.3% |
| 7D | -0.3% | +1.2% | -1.5% | -0.3% |
| 30D | +17.7% | +11.2% | +6.5% | +17.0% |
| 3M | +4.0% | +4.5% | -0.5% | +3.7% |
| 6M | +2.6% | -12.2% | +14.8% | +3.1% |
| YTD | +27.6% | -0.1% | +27.7% | +27.4% |
| 1Y | +59.9% | -0.3% | +60.2% | +59.7% |
| 3Y | +35.8% | -8.7% | +44.5% | +36.2% |
| All | +35.8% | -10.4% | +46.2% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling