+64.6%
MAR vs SBAC
-9.5%
+74.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | -1.7% | -0.1% | -1.7% | -1.7% |
| 30D | -6.9% | +3.2% | -10.1% | -7.1% |
| 3M | -15.8% | -5.1% | -10.8% | -15.5% |
| 6M | +1.9% | -2.1% | +4.1% | +2.3% |
| YTD | +6.6% | -0.5% | +7.1% | +6.7% |
| 1Y | +23.7% | +1.1% | +22.5% | +23.7% |
| 3Y | +64.6% | -7.4% | +72.0% | +67.3% |
| All | +64.6% | -9.5% | +74.1% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling