-60.1%
GME vs SBAC
-44.9%
-15.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.3% | +5.6% |
| 7D | +4.8% | +0.2% | +4.7% | +4.8% |
| 30D | +5.9% | +3.9% | +2.0% | +4.5% |
| 3M | -10.7% | -8.2% | -2.5% | -8.6% |
| 6M | -19.8% | -2.8% | -17.0% | -20.3% |
| YTD | -0.9% | -1.5% | +0.6% | -2.6% |
| 1Y | -15.7% | 0.0% | -15.7% | -17.8% |
| 3Y | +12.3% | -8.4% | +20.7% | +9.3% |
| 5Y | -60.1% | -43.5% | -16.5% | -47.7% |
| All | -60.1% | -44.9% | -15.1% | -47.7% |
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