+796.1%
MOD vs SBAC
+2,208.1%
-1,412.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.5% |
| 7D | +9.6% | -0.8% | +10.4% | +9.7% |
| 30D | 0.0% | +6.9% | -6.9% | -1.2% |
| 3M | -35.4% | -8.2% | -27.1% | -34.8% |
| 6M | -7.3% | -1.6% | -5.6% | -8.3% |
| YTD | +45.8% | -0.1% | +45.9% | +43.7% |
| 1Y | +43.1% | -0.5% | +43.6% | +41.2% |
| 3Y | +297.7% | -9.1% | +306.7% | +291.1% |
| 5Y | +1,478.8% | -43.8% | +1,522.5% | +1,573.9% |
| 10Y | +1,633.4% | +80.5% | +1,552.9% | +1,363.3% |
| All | +796.1% | +2,208.1% | -1,412.1% | +350.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling