+44.9%
IR vs SBAC
-39.6%
+84.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | +2.5% | +0.6% | +1.9% | +2.4% |
| 30D | +9.2% | +5.5% | +3.7% | +7.9% |
| 3M | +0.9% | +3.1% | -2.1% | +0.1% |
| 6M | +19.2% | -7.0% | +26.3% | +20.3% |
| YTD | +7.5% | +0.5% | +7.0% | +6.4% |
| 1Y | +11.7% | +0.2% | +11.5% | +10.6% |
| 3Y | +23.9% | -7.4% | +31.3% | +21.6% |
| All | +44.9% | -39.6% | +84.5% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling