+1,174.9%
MRVL vs SBAC
+274.1%
+900.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.5% | +9.0% | +9.4% |
| 7D | -9.8% | +3.0% | -12.8% | -10.5% |
| 30D | -43.8% | +4.3% | -48.1% | -44.6% |
| 3M | -29.3% | +4.1% | -33.4% | -30.3% |
| 6M | -9.1% | -11.6% | +2.5% | -8.0% |
| YTD | +82.2% | +0.4% | +81.9% | +77.5% |
| 1Y | +70.3% | -1.1% | +71.4% | +66.3% |
| 3Y | +197.0% | -7.3% | +204.3% | +186.1% |
| 5Y | +115.8% | -40.8% | +156.5% | +132.4% |
| 10Y | +1,204.0% | +103.0% | +1,101.1% | +943.0% |
| All | +1,174.9% | +274.1% | +900.8% | +760.5% |
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