+856.6%
FIVE vs SBAC
+272.3%
+584.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +7.3% | +3.6% | +3.7% | +6.1% |
| 30D | +18.1% | +4.9% | +13.2% | +16.1% |
| 3M | +7.7% | +6.5% | +1.2% | +5.1% |
| 6M | +13.6% | -11.1% | +24.7% | +17.1% |
| YTD | +34.6% | +0.9% | +33.7% | +30.7% |
| 1Y | +66.2% | -1.6% | +67.8% | +63.0% |
| 3Y | +43.5% | -7.0% | +50.4% | +38.2% |
| 5Y | +20.7% | -39.2% | +59.9% | +37.8% |
| 10Y | +541.5% | +111.4% | +430.1% | +316.6% |
| All | +856.6% | +272.3% | +584.3% | +250.0% |
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