+133.6%
GOOG vs SBAC
-43.8%
+177.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -1.6% | +0.2% | -1.7% | -1.6% |
| 30D | -7.7% | +3.9% | -11.5% | -8.2% |
| 3M | -9.3% | -8.2% | -1.1% | -8.2% |
| 6M | +7.4% | -2.8% | +10.2% | +7.5% |
| YTD | +4.9% | -1.5% | +6.4% | +4.5% |
| 1Y | +37.2% | 0.0% | +37.2% | +36.2% |
| 3Y | +141.6% | -8.4% | +150.0% | +136.6% |
| All | +133.6% | -43.8% | +177.3% | +172.7% |
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