+27.4%
M vs SBAC
-43.7%
+71.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.8% |
| 7D | +4.7% | -0.8% | +5.5% | +4.9% |
| 30D | -9.6% | +6.9% | -16.6% | -10.8% |
| 3M | +0.9% | -8.2% | +9.1% | +2.3% |
| 6M | +22.3% | -1.6% | +23.9% | +22.0% |
| YTD | +6.5% | -0.1% | +6.6% | +5.7% |
| 1Y | +38.8% | -0.5% | +39.2% | +37.6% |
| 3Y | +115.9% | -9.1% | +125.0% | +113.3% |
| All | +27.4% | -43.7% | +71.1% | +40.3% |
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