+13,506.2%
GILD vs SBAC
+2,159.8%
+11,346.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.1% |
| 7D | -4.8% | -2.1% | -2.7% | -4.6% |
| 30D | +5.8% | +2.0% | +3.8% | +5.5% |
| 3M | +14.9% | -8.3% | +23.2% | +16.2% |
| 6M | -0.4% | +0.3% | -0.7% | -0.9% |
| YTD | +18.5% | -2.2% | +20.7% | +18.2% |
| 1Y | +25.1% | -4.6% | +29.7% | +25.1% |
| 3Y | +105.9% | -8.3% | +114.2% | +105.4% |
| 5Y | +143.0% | -42.8% | +185.8% | +156.3% |
| 10Y | +162.4% | +85.6% | +76.8% | +133.6% |
| All | +13,506.2% | +2,159.8% | +11,346.4% | +8,818.3% |
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