+13,444.1%
GOOG vs SBAC
+3,884.3%
+9,559.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -0.7% |
| 7D | -2.1% | -0.8% | -1.4% | -1.9% |
| 30D | -6.8% | +6.9% | -13.8% | -8.8% |
| 3M | -9.1% | -8.2% | -0.9% | -7.0% |
| 6M | +10.7% | -1.6% | +12.4% | +9.7% |
| YTD | +7.1% | -0.1% | +7.2% | +5.3% |
| 1Y | +44.6% | -0.5% | +45.1% | +42.0% |
| 3Y | +147.4% | -9.1% | +156.5% | +141.2% |
| 5Y | +133.8% | -43.8% | +177.6% | +164.9% |
| 10Y | +777.5% | +80.5% | +697.0% | +545.1% |
| All | +13,444.1% | +3,884.3% | +9,559.9% | +4,027.1% |
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