+2,320.0%
LOW vs SBAC
+2,222.3%
+97.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | +1.4% | +0.6% | +0.8% | +1.3% |
| 30D | +21.7% | +5.5% | +16.2% | +20.9% |
| 3M | +5.0% | +3.1% | +1.9% | +4.5% |
| 6M | +4.6% | -7.0% | +11.6% | +5.3% |
| YTD | -3.5% | +0.5% | -4.0% | -4.1% |
| 1Y | +0.5% | +0.2% | +0.3% | -0.1% |
| 3Y | +24.8% | -7.4% | +32.2% | +24.7% |
| 5Y | +6.5% | -39.7% | +46.2% | +11.5% |
| 10Y | +294.6% | +112.5% | +182.0% | +261.5% |
| All | +2,320.0% | +2,222.3% | +97.7% | +1,636.8% |
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