+740.7%
GOOGL vs SBAC
+83.0%
+657.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.3% |
| 7D | -2.8% | -5.3% | +2.5% | -1.5% |
| 30D | -3.2% | +0.4% | -3.6% | -3.3% |
| 3M | -6.6% | -11.9% | +5.3% | -3.8% |
| 6M | +8.5% | -4.5% | +12.9% | +8.6% |
| YTD | +6.5% | -4.3% | +10.8% | +6.3% |
| 1Y | +39.4% | -3.9% | +43.3% | +38.8% |
| 3Y | +146.2% | -11.0% | +157.2% | +141.4% |
| 5Y | +138.3% | -44.1% | +182.4% | +173.9% |
| All | +740.7% | +83.0% | +657.6% | +563.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling