-18.8%
IBM vs SBAC
-0.1%
-18.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -2.5% | +3.0% | -5.5% | -2.7% |
| 30D | +8.4% | +4.3% | +4.0% | +8.0% |
| 3M | +4.5% | +4.1% | +0.3% | +4.1% |
| 6M | +7.9% | -11.6% | +19.5% | +8.4% |
| YTD | -15.2% | +0.4% | -15.6% | -16.2% |
| All | -18.8% | -0.1% | -18.6% | -18.6% |
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