+11,697.7%
GOOGL vs SBAC
+3,896.7%
+7,801.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.3% |
| 7D | +1.6% | -2.8% | +4.4% | +2.4% |
| 30D | -16.8% | +3.1% | -19.9% | -17.7% |
| 3M | -14.6% | +5.1% | -19.7% | -16.2% |
| 6M | -24.4% | -11.4% | -13.0% | -22.2% |
| YTD | -6.1% | +0.2% | -6.3% | -8.1% |
| 1Y | +1.0% | -3.9% | +4.9% | +0.1% |
| 3Y | +123.4% | -7.7% | +131.1% | +116.5% |
| 5Y | +103.2% | -39.7% | +143.0% | +124.5% |
| 10Y | +667.7% | +111.9% | +555.8% | +433.1% |
| All | +11,697.7% | +3,896.7% | +7,801.0% | +3,478.5% |
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