-51.3%
IT vs SBAC
-9.5%
-41.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.4% | -7.0% | -7.3% |
| 7D | -9.1% | -0.1% | -9.1% | -9.1% |
| 30D | -7.0% | +3.2% | -10.2% | -7.9% |
| 3M | +7.6% | -5.1% | +12.7% | +8.8% |
| 6M | +2.1% | -2.1% | +4.2% | +2.0% |
| YTD | -31.6% | -0.5% | -31.1% | -32.1% |
| 1Y | -29.9% | +1.1% | -31.0% | -30.9% |
| 3Y | -51.3% | -7.4% | -43.8% | -50.5% |
| All | -51.3% | -9.5% | -41.7% | -50.5% |
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