+2,148.2%
GNRC vs SBAC
+531.4%
+1,616.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +4.8% | -0.1% | +4.9% | +4.8% |
| 30D | -10.4% | +3.2% | -13.6% | -11.8% |
| 3M | -28.5% | -5.1% | -23.4% | -27.7% |
| 6M | -6.8% | -2.1% | -4.7% | -9.1% |
| YTD | +39.5% | -0.5% | +40.0% | +34.3% |
| 1Y | +3.4% | +1.1% | +2.3% | -1.4% |
| 3Y | +65.1% | -7.4% | +72.6% | +57.8% |
| 5Y | -57.1% | -44.3% | -12.8% | -46.6% |
| 10Y | +432.5% | +77.6% | +354.9% | +274.5% |
| All | +2,148.2% | +531.4% | +1,616.8% | +549.5% |
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