-52.4%
IT vs SBAC
-8.2%
-44.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -18.8% | +3.0% | -21.8% | -19.4% |
| 30D | -0.1% | +4.3% | -4.4% | -1.3% |
| 3M | +2.9% | +4.1% | -1.2% | +1.6% |
| 6M | +20.4% | -11.6% | +32.0% | +23.0% |
| YTD | -24.3% | +0.4% | -24.6% | -25.2% |
| 1Y | -17.2% | -1.1% | -16.0% | -17.9% |
| 3Y | -52.4% | -7.3% | -45.2% | -51.6% |
| All | -52.4% | -8.2% | -44.2% | -51.6% |
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 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