-66.4%
MOD vs SBAC
-10.5%
-55.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.2% | -6.0% | -8.2% |
| 7D | -34.2% | +4.4% | -38.6% | -31.1% |
| 30D | -51.9% | +13.8% | -65.7% | -47.0% |
| 3M | -53.0% | +9.0% | -62.0% | -50.0% |
| 6M | -66.4% | -10.0% | -56.3% | -70.1% |
| All | -66.4% | -10.5% | -55.9% | -70.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling