-6.2%
GAP vs SBAC
+2,208.1%
-2,214.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | -4.5% | -0.8% | -3.7% | -4.4% |
| 30D | +9.0% | +6.9% | +2.1% | +8.2% |
| 3M | +5.0% | -8.2% | +13.2% | +6.0% |
| 6M | -17.8% | -1.6% | -16.2% | -18.0% |
| YTD | -10.4% | -0.1% | -10.3% | -10.9% |
| 1Y | -3.4% | -0.5% | -2.9% | -4.0% |
| 3Y | +111.5% | -9.1% | +120.5% | +110.6% |
| 5Y | +8.8% | -43.8% | +52.6% | +14.4% |
| 10Y | +32.9% | +80.5% | -47.6% | +22.1% |
| All | -6.2% | +2,208.1% | -2,214.3% | -32.1% |
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