+1,026.8%
MKTX vs SBAC
+2,184.5%
-1,157.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +1.0% | +3.2% | -2.3% | -0.7% |
| 3M | +41.3% | -5.1% | +46.3% | +43.7% |
| 6M | -11.3% | -2.1% | -9.2% | -12.5% |
| YTD | -8.6% | -0.5% | -8.0% | -10.7% |
| 1Y | -11.1% | +1.1% | -12.2% | -14.0% |
| 3Y | -24.5% | -7.4% | -17.1% | -26.0% |
| 5Y | -61.4% | -44.3% | -17.1% | -52.5% |
| 10Y | +6.8% | +77.6% | -70.7% | -30.3% |
| All | +1,026.8% | +2,184.5% | -1,157.7% | +203.6% |
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