+2,361.1%
LOW vs SBAC
+2,215.3%
+145.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.0% | -2.8% | +3.8% | +1.3% |
| 30D | +25.6% | +3.1% | +22.5% | +25.1% |
| 3M | +5.3% | +5.1% | +0.2% | +4.6% |
| 6M | +3.7% | -11.4% | +15.1% | +5.0% |
| YTD | -1.9% | +0.2% | -2.0% | -2.5% |
| 1Y | +0.6% | -3.9% | +4.5% | +0.4% |
| 3Y | +26.4% | -7.7% | +34.1% | +26.4% |
| 5Y | +10.1% | -39.7% | +49.9% | +15.4% |
| 10Y | +301.3% | +111.9% | +189.4% | +267.7% |
| All | +2,361.1% | +2,215.3% | +145.8% | +1,667.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling