-35.5%
MOD vs SBAC
+0.4%
-35.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -2.8% |
| 7D | -17.8% | +3.6% | -21.5% | -16.8% |
| 30D | -43.2% | +4.9% | -48.1% | -42.3% |
| 3M | -46.0% | +6.5% | -52.5% | -45.2% |
| 6M | -62.2% | -11.1% | -51.1% | -61.1% |
| YTD | -22.8% | +0.9% | -23.7% | -17.3% |
| 1Y | -35.5% | -1.6% | -33.9% | -28.8% |
| All | -35.5% | +0.4% | -35.9% | -28.8% |
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