+27.6%
IR vs SBAC
-10.4%
+37.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.5% |
| 7D | +3.7% | +1.2% | +2.5% | +3.6% |
| 30D | +7.4% | +11.2% | -3.7% | +6.9% |
| 3M | -5.9% | +4.5% | -10.4% | -6.2% |
| 6M | +5.6% | -12.2% | +17.7% | +6.5% |
| YTD | +4.8% | -0.1% | +5.0% | +5.3% |
| 1Y | +6.9% | -0.3% | +7.2% | +7.4% |
| 3Y | +27.6% | -8.7% | +36.3% | +28.5% |
| All | +27.6% | -10.4% | +37.9% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling