+185.4%
MAR vs SBAC
-39.8%
+225.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +1.0% | -2.8% | +3.8% | +1.4% |
| 30D | +16.2% | +3.1% | +13.1% | +15.6% |
| 3M | +23.1% | +5.1% | +17.9% | +21.9% |
| 6M | +22.0% | -11.4% | +33.4% | +23.8% |
| YTD | +39.2% | +0.2% | +39.0% | +38.3% |
| 1Y | +48.3% | -3.9% | +52.2% | +48.3% |
| 3Y | +123.4% | -7.7% | +131.0% | +120.7% |
| 5Y | +185.4% | -39.7% | +225.1% | +204.9% |
| All | +185.4% | -39.8% | +225.1% | +204.9% |
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