+10.1%
IR vs SBAC
-2.9%
+13.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | +1.1% | -2.8% | +3.9% | +1.2% |
| 30D | +7.6% | +3.1% | +4.5% | +7.5% |
| 3M | +0.1% | +5.1% | -5.1% | -0.2% |
| 6M | +14.0% | -11.4% | +25.4% | +15.4% |
| YTD | +7.5% | +0.2% | +7.3% | +12.3% |
| 1Y | +10.1% | -3.9% | +14.1% | +17.0% |
| All | +10.1% | -2.9% | +13.0% | +17.0% |
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