+43.1%
MOD vs SBAC
-3.2%
+46.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.1% |
| 7D | +9.6% | -0.8% | +10.4% | +9.4% |
| 30D | 0.0% | +6.9% | -6.9% | +1.1% |
| 3M | -35.4% | -8.2% | -27.1% | -34.3% |
| 6M | -7.3% | -1.6% | -5.6% | -2.0% |
| YTD | +45.8% | -0.1% | +45.9% | +52.7% |
| 1Y | +43.1% | -0.5% | +43.6% | +53.1% |
| All | +43.1% | -3.2% | +46.3% | +53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling