+39.7%
GOOG vs SBAC
-2.5%
+42.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.3% |
| 7D | 0.0% | -2.1% | +2.1% | +0.2% |
| 30D | -2.0% | +2.0% | -4.0% | -2.1% |
| 3M | -5.9% | -8.3% | +2.4% | -5.3% |
| 6M | +8.9% | +0.3% | +8.6% | +9.2% |
| YTD | +7.1% | -2.2% | +9.3% | +7.9% |
| 1Y | +39.7% | -4.6% | +44.3% | +40.2% |
| All | +39.7% | -2.5% | +42.1% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling