+627.7%
GEV vs SBAC
-8.9%
+636.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.3% |
| 7D | +3.2% | +0.2% | +3.0% | +3.2% |
| 30D | -4.0% | +3.9% | -7.9% | -3.1% |
| 3M | +3.4% | -8.2% | +11.6% | +2.7% |
| 6M | +14.7% | -2.8% | +17.5% | +15.2% |
| YTD | +45.8% | -1.5% | +47.3% | +47.1% |
| 1Y | +57.4% | 0.0% | +57.4% | +59.9% |
| All | +627.7% | -8.9% | +636.5% | +627.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling