-32.6%
MOD vs SBAC
+2.4%
-34.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +5.8% | -27.3% | -20.1% |
| 7D | -31.3% | +5.8% | -37.1% | -30.1% |
| 30D | -46.1% | +20.8% | -66.9% | -44.2% |
| 3M | -51.1% | +4.8% | -55.9% | -50.4% |
| 6M | -62.1% | -9.1% | -52.9% | -60.7% |
| YTD | -26.2% | +3.1% | -29.2% | -20.2% |
| 1Y | -32.6% | +2.2% | -34.7% | -25.5% |
| All | -32.6% | +2.4% | -34.9% | -25.5% |
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