+48.4%
IR vs SBAC
-43.7%
+92.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | -2.8% | -0.8% | -2.0% | -2.7% |
| 30D | -15.1% | +6.9% | -22.1% | -16.3% |
| 3M | +6.1% | -8.2% | +14.3% | +7.6% |
| 6M | -16.8% | -1.6% | -15.2% | -17.0% |
| YTD | -3.5% | -0.1% | -3.4% | -4.3% |
| 1Y | -3.5% | -0.5% | -3.0% | -4.2% |
| 3Y | +9.5% | -9.1% | +18.5% | +8.0% |
| All | +48.4% | -43.7% | +92.1% | +69.6% |
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 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