+55.6%
IOT vs SBAC
-45.4%
+101.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.5% |
| 7D | -0.8% | -5.3% | +4.5% | +1.1% |
| 30D | -4.7% | +0.4% | -5.0% | -4.8% |
| 3M | +17.8% | -11.9% | +29.7% | +22.8% |
| 6M | +16.8% | -4.5% | +21.3% | +16.6% |
| YTD | +8.4% | -4.3% | +12.8% | +7.8% |
| 1Y | -0.8% | -3.9% | +3.1% | -1.8% |
| 3Y | +25.7% | -11.0% | +36.7% | +23.6% |
| All | +55.6% | -45.4% | +101.0% | +134.6% |
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 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