+76.2%
M vs SBAC
+2,208.1%
-2,132.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.7% |
| 7D | +4.7% | -0.8% | +5.5% | +4.8% |
| 30D | -9.6% | +6.9% | -16.6% | -10.5% |
| 3M | +0.9% | -8.2% | +9.1% | +1.9% |
| 6M | +22.3% | -1.6% | +23.9% | +21.8% |
| 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% | +114.7% |
| 5Y | +28.6% | -43.8% | +72.4% | +36.2% |
| 10Y | -2.5% | +80.5% | -83.1% | -13.7% |
| All | +76.2% | +2,208.1% | -2,132.0% | +15.7% |
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