+1,414.5%
GME vs SBAC
+3,711.9%
-2,297.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.5% |
| 7D | +6.0% | -2.7% | +8.7% | +6.5% |
| 30D | -5.9% | +3.3% | -9.2% | -6.5% |
| 3M | +38.2% | +3.3% | +34.9% | +37.1% |
| 6M | +14.5% | -10.9% | +25.5% | +16.2% |
| YTD | +27.6% | -1.0% | +28.6% | +26.3% |
| 1Y | +19.9% | -4.5% | +24.4% | +19.4% |
| 3Y | +104.3% | -8.7% | +113.0% | +103.2% |
| 5Y | -49.3% | -40.6% | -8.7% | -45.9% |
| 10Y | +473.0% | +109.4% | +363.6% | +386.1% |
| All | +1,414.5% | +3,711.9% | -2,297.5% | +756.1% |
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