+124.3%
GOOGL vs SBAC
-6.8%
+131.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.1% |
| 7D | +1.6% | -2.8% | +4.4% | +1.5% |
| 30D | -16.8% | +3.1% | -19.9% | -16.8% |
| 3M | -14.6% | +5.1% | -19.7% | -14.5% |
| 6M | -24.4% | -11.4% | -13.0% | -24.9% |
| YTD | -6.1% | +0.2% | -6.3% | -5.9% |
| 1Y | +1.0% | -3.9% | +4.9% | +0.8% |
| All | +124.3% | -6.8% | +131.1% | +121.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling