-3.4%
M vs SBAC
-39.6%
+36.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.2% |
| 7D | +7.0% | +0.6% | +6.4% | +6.9% |
| 30D | +8.9% | +5.5% | +3.4% | +7.8% |
| 3M | +4.5% | +3.1% | +1.4% | +3.8% |
| 6M | +36.2% | -7.0% | +43.2% | +37.8% |
| YTD | +15.1% | +0.5% | +14.6% | +14.0% |
| 1Y | +27.4% | +0.2% | +27.2% | +26.2% |
| 3Y | +160.1% | -7.4% | +167.5% | +155.4% |
| All | -3.4% | -39.6% | +36.2% | +4.4% |
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