+15.5%
GEHC vs SBAC
-29.6%
+45.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -4.0% | -0.8% | -3.2% | -3.8% |
| 30D | -2.0% | +6.9% | -8.9% | -3.6% |
| 3M | +8.0% | -8.2% | +16.2% | +9.6% |
| 6M | -12.8% | -1.6% | -11.1% | -12.8% |
| YTD | -15.9% | -0.1% | -15.8% | -16.4% |
| 1Y | -6.9% | -0.5% | -6.5% | -7.5% |
| 3Y | 0.0% | -9.1% | +9.0% | -0.1% |
| All | +15.5% | -29.6% | +45.1% | +27.8% |
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