+1,530.3%
MOD vs SBAC
-43.7%
+1,574.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.4% |
| 7D | +9.6% | -0.8% | +10.4% | +9.6% |
| 30D | 0.0% | +6.9% | -6.9% | -0.3% |
| 3M | -35.4% | -8.2% | -27.1% | -34.8% |
| 6M | -7.3% | -1.6% | -5.6% | -7.2% |
| YTD | +45.8% | -0.1% | +45.9% | +45.5% |
| 1Y | +43.1% | -0.5% | +43.6% | +43.0% |
| 3Y | +297.7% | -9.1% | +306.7% | +291.1% |
| All | +1,530.3% | -43.7% | +1,574.0% | +1,617.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling