+309.8%
MOD vs SBAC
+2,252.5%
-1,942.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.2% | -6.0% | -7.1% |
| 7D | -34.2% | +4.4% | -38.6% | -34.8% |
| 30D | -51.9% | +13.8% | -65.7% | -53.2% |
| 3M | -53.0% | +9.0% | -62.0% | -54.0% |
| 6M | -66.4% | -10.0% | -56.3% | -66.2% |
| YTD | -31.5% | +1.8% | -33.4% | -33.1% |
| 1Y | -39.6% | +1.1% | -40.7% | -40.8% |
| 3Y | +116.8% | -9.5% | +126.3% | +112.5% |
| 5Y | +713.8% | -39.0% | +752.8% | +747.7% |
| 10Y | +882.7% | +101.1% | +781.5% | +709.9% |
| All | +309.8% | +2,252.5% | -1,942.7% | +104.2% |
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