-33.5%
MOD vs SBAC
-0.1%
-33.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.5% | +9.4% | +10.0% |
| 7D | -13.9% | +3.0% | -16.9% | -13.0% |
| 30D | -41.5% | +4.3% | -45.8% | -40.6% |
| 3M | -45.7% | +4.1% | -49.9% | -45.1% |
| 6M | -61.1% | -11.6% | -49.5% | -60.0% |
| YTD | -20.5% | +0.4% | -20.9% | -14.9% |
| All | -33.5% | -0.1% | -33.4% | -26.8% |
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