-48.9%
GME vs SBAC
-40.1%
-8.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | +4.8% | +3.6% | +1.1% | +3.6% |
| 30D | -4.3% | +4.9% | -9.2% | -5.8% |
| 3M | +35.3% | +6.5% | +28.9% | +32.2% |
| 6M | +4.7% | -11.1% | +15.9% | +8.0% |
| YTD | +26.6% | +0.9% | +25.7% | +23.2% |
| 1Y | +18.3% | -1.6% | +19.9% | +16.2% |
| 3Y | +102.8% | -7.0% | +109.8% | +96.3% |
| 5Y | -48.9% | -39.2% | -9.7% | -36.2% |
| All | -48.9% | -40.1% | -8.8% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling