+43.9%
GEV vs SBAC
-2.7%
+46.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | 0.0% | -3.4% |
| 7D | -1.9% | -5.3% | +3.4% | -3.0% |
| 30D | -8.7% | +0.4% | -9.1% | -8.6% |
| 3M | +6.6% | -11.9% | +18.5% | +6.2% |
| 6M | +10.2% | -4.5% | +14.7% | +10.3% |
| YTD | +41.6% | -4.3% | +46.0% | +41.7% |
| 1Y | +43.9% | -3.9% | +47.8% | +48.8% |
| All | +43.9% | -2.7% | +46.6% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling