+6.7%
GME vs SBAC
-9.5%
+16.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | -1.4% | +3.2% | -4.6% | -2.0% |
| 3M | -15.1% | -5.1% | -10.1% | -14.5% |
| 6M | -22.5% | -2.1% | -20.4% | -22.8% |
| YTD | -5.9% | -0.5% | -5.4% | -6.8% |
| 1Y | -18.6% | +1.1% | -19.8% | -19.9% |
| 3Y | +6.7% | -7.4% | +14.1% | +4.6% |
| All | +6.7% | -9.5% | +16.2% | +4.6% |
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