+2,058.9%
LOW vs SBAC
+2,208.1%
-149.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.4% |
| 7D | -1.7% | -0.8% | -0.9% | -1.6% |
| 30D | -7.0% | +6.9% | -14.0% | -7.8% |
| 3M | -0.9% | -8.2% | +7.4% | +0.1% |
| 6M | -20.1% | -1.6% | -18.4% | -20.3% |
| YTD | -13.9% | -0.1% | -13.8% | -14.4% |
| 1Y | -21.1% | -0.5% | -20.7% | -21.6% |
| 3Y | -6.6% | -9.1% | +2.4% | -6.5% |
| 5Y | +9.4% | -43.8% | +53.1% | +15.5% |
| 10Y | +220.5% | +80.5% | +140.0% | +198.6% |
| All | +2,058.9% | +2,208.1% | -149.2% | +1,451.7% |
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