+5.4%
MOD vs SBAC
-2.9%
+8.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.5% | +26.4% | +28.2% |
| 7D | +40.4% | +0.6% | +39.8% | +40.5% |
| 30D | -14.0% | +5.5% | -19.5% | -12.4% |
| 3M | -33.3% | +3.1% | -36.4% | -32.6% |
| 6M | -51.4% | -7.0% | -44.4% | -50.4% |
| YTD | +1.6% | +0.5% | +1.1% | +8.0% |
| 1Y | +5.4% | +0.2% | +5.2% | +12.5% |
| All | +5.4% | -2.9% | +8.3% | +12.5% |
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