+25.6%
M vs SBAC
-0.1%
+25.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.5% | +7.6% | +8.1% |
| 7D | +2.5% | +3.0% | -0.4% | +2.4% |
| 30D | +10.1% | +4.3% | +5.8% | +9.8% |
| 3M | -0.9% | +4.1% | -5.1% | -1.2% |
| 6M | +30.2% | -11.6% | +41.8% | +29.5% |
| YTD | +16.3% | +0.4% | +15.9% | +20.0% |
| All | +25.6% | -0.1% | +25.8% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling