+77.9%
M vs SBAC
+2,207.9%
-2,130.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.7% | -4.3% |
| 7D | -4.3% | +1.2% | -5.5% | -4.4% |
| 30D | +1.3% | +11.2% | -9.9% | -0.2% |
| 3M | -7.4% | +4.5% | -11.8% | -8.0% |
| 6M | +18.3% | -12.2% | +30.5% | +20.2% |
| YTD | +7.6% | -0.1% | +7.7% | +6.7% |
| 1Y | +17.4% | -0.3% | +17.6% | +16.4% |
| 3Y | +108.4% | -8.7% | +117.1% | +107.2% |
| 5Y | -10.6% | -40.2% | +29.5% | -6.1% |
| 10Y | -3.2% | +97.3% | -100.5% | -15.3% |
| All | +77.9% | +2,207.9% | -2,130.0% | +16.8% |
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