+1,403.3%
GME vs SBAC
+3,785.5%
-2,382.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +4.8% | +3.6% | +1.1% | +4.1% |
| 30D | -4.3% | +4.9% | -9.2% | -5.1% |
| 3M | +35.3% | +6.5% | +28.9% | +33.6% |
| 6M | +4.7% | -11.1% | +15.9% | +6.3% |
| YTD | +26.6% | +0.9% | +25.7% | +25.0% |
| 1Y | +18.3% | -1.6% | +19.9% | +17.2% |
| 3Y | +102.8% | -7.0% | +109.8% | +101.1% |
| 5Y | -48.9% | -39.2% | -9.7% | -45.7% |
| 10Y | +480.5% | +111.4% | +369.1% | +391.6% |
| All | +1,403.3% | +3,785.5% | -2,382.3% | +747.1% |
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