+851.7%
FIVE vs SBAC
+268.5%
+583.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.1% | +6.2% | +5.5% |
| 7D | +4.3% | -0.8% | +5.1% | +4.5% |
| 30D | +12.5% | +6.9% | +5.6% | +9.9% |
| 3M | +31.2% | -8.2% | +39.5% | +34.7% |
| 6M | +14.4% | -1.6% | +16.0% | +12.9% |
| YTD | +33.9% | -0.1% | +34.0% | +30.8% |
| 1Y | +65.1% | -0.5% | +65.5% | +61.2% |
| 3Y | +49.0% | -9.1% | +58.0% | +44.6% |
| 5Y | +30.3% | -43.8% | +74.1% | +53.8% |
| 10Y | +481.1% | +80.5% | +400.6% | +306.5% |
| All | +851.7% | +268.5% | +583.2% | +250.3% |
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