+13,507.3%
GOOGL vs SBAC
+3,884.3%
+9,623.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | -2.3% | -0.8% | -1.5% | -2.0% |
| 30D | -6.6% | +6.9% | -13.5% | -8.5% |
| 3M | -8.9% | -8.2% | -0.7% | -6.9% |
| 6M | +11.9% | -1.6% | +13.5% | +10.9% |
| YTD | +8.3% | -0.1% | +8.5% | +6.5% |
| 1Y | +46.2% | -0.5% | +46.7% | +43.6% |
| 3Y | +151.9% | -9.1% | +160.9% | +145.4% |
| 5Y | +137.7% | -43.8% | +181.5% | +169.3% |
| 10Y | +757.6% | +80.5% | +677.0% | +530.4% |
| All | +13,507.3% | +3,884.3% | +9,623.0% | +4,046.4% |
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