+7.1%
GAP vs SBAC
-40.3%
+47.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.3% | -3.7% |
| 7D | -3.8% | +1.2% | -5.0% | -4.0% |
| 30D | -9.0% | +11.2% | -20.2% | -11.4% |
| 3M | +5.5% | +4.5% | +1.0% | +4.3% |
| 6M | -11.1% | -12.2% | +1.1% | -8.6% |
| YTD | -13.6% | -0.1% | -13.4% | -14.4% |
| 1Y | -2.9% | -0.3% | -2.6% | -3.8% |
| 3Y | +69.6% | -8.7% | +78.3% | +64.8% |
| All | +7.1% | -40.3% | +47.5% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling