+120.1%
MAR vs SBAC
-6.5%
+126.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.5% |
| 7D | +1.6% | +0.6% | +1.0% | +1.6% |
| 30D | +13.8% | +5.5% | +8.3% | +13.4% |
| 3M | +20.3% | +3.1% | +17.2% | +20.0% |
| 6M | +21.3% | -7.0% | +28.3% | +21.8% |
| YTD | +37.2% | +0.5% | +36.7% | +37.3% |
| 1Y | +48.4% | +0.2% | +48.2% | +48.5% |
| 3Y | +120.1% | -7.4% | +127.5% | +121.3% |
| All | +120.1% | -6.5% | +126.7% | +121.3% |
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