-35.2%
MOD vs SBAC
-0.4%
-34.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.6% | +5.3% |
| 7D | -25.5% | +1.2% | -26.8% | -24.9% |
| 30D | -49.0% | +11.2% | -60.2% | -47.9% |
| 3M | -49.8% | +4.5% | -54.3% | -49.2% |
| 6M | -64.8% | -12.2% | -52.6% | -63.7% |
| YTD | -27.6% | -0.1% | -27.5% | -22.4% |
| 1Y | -35.2% | -0.3% | -34.9% | -29.8% |
| All | -35.2% | -0.4% | -34.8% | -29.8% |
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