+2,027.3%
INFY vs SBAC
+2,175.2%
-147.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | -8.7% | +0.2% | -8.9% | -8.7% |
| 30D | -13.0% | +3.9% | -16.8% | -13.6% |
| 3M | -8.8% | -8.2% | -0.6% | -7.3% |
| 6M | -22.6% | -2.8% | -19.8% | -22.5% |
| YTD | -37.3% | -1.5% | -35.8% | -37.7% |
| 1Y | -33.4% | 0.0% | -33.4% | -34.0% |
| 3Y | -32.3% | -8.4% | -23.9% | -32.9% |
| 5Y | -45.2% | -43.5% | -1.7% | -41.0% |
| 10Y | +80.0% | +86.9% | -6.9% | +52.8% |
| All | +2,027.3% | +2,175.2% | -147.9% | +920.7% |
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