+4.5%
GOOGL vs SBAC
-4.7%
+9.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.9% |
| 7D | +5.7% | -2.7% | +8.4% | +6.0% |
| 30D | -15.6% | +3.3% | -18.9% | -15.8% |
| 3M | -13.0% | +3.3% | -16.3% | -13.3% |
| 6M | -22.8% | -10.9% | -11.9% | -22.4% |
| YTD | -4.4% | -1.0% | -3.4% | -3.7% |
| 1Y | +4.5% | -4.5% | +8.9% | +4.7% |
| All | +4.5% | -4.7% | +9.1% | +4.7% |
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 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