+8.4%
LOW vs SBAC
-43.9%
+52.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +0.4% | -0.1% | +0.4% | +0.4% |
| 30D | -10.1% | +3.2% | -13.3% | -11.0% |
| 3M | -2.9% | -5.1% | +2.2% | -1.6% |
| 6M | -19.4% | -2.1% | -17.3% | -19.6% |
| YTD | -15.4% | -0.5% | -14.9% | -16.3% |
| 1Y | -24.9% | +1.1% | -26.1% | -26.3% |
| 3Y | -7.8% | -7.4% | -0.4% | -8.6% |
| 5Y | +8.4% | -44.3% | +52.7% | +26.0% |
| All | +8.4% | -43.9% | +52.3% | +26.0% |
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