+321.4%
IBM vs SBAC
+2,219.2%
-1,897.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -2.5% | +3.0% | -5.5% | -2.9% |
| 30D | +8.4% | +4.3% | +4.0% | +7.8% |
| 3M | +4.5% | +4.1% | +0.3% | +3.9% |
| 6M | +7.9% | -11.6% | +19.5% | +9.1% |
| YTD | -15.2% | +0.4% | -15.6% | -15.8% |
| 1Y | -17.6% | -1.1% | -16.5% | -18.1% |
| 3Y | +82.1% | -7.3% | +89.3% | +81.2% |
| 5Y | +143.3% | -40.8% | +184.1% | +152.9% |
| 10Y | +149.9% | +103.0% | +47.0% | +126.3% |
| All | +321.4% | +2,219.2% | -1,897.8% | +173.3% |
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