+2,417.1%
MSCI vs SBAC
+536.8%
+1,880.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.3% |
| 7D | +0.4% | -0.8% | +1.2% | +0.8% |
| 30D | +0.6% | +6.9% | -6.4% | -2.8% |
| 3M | -7.1% | -8.2% | +1.1% | -3.5% |
| 6M | +0.8% | -1.6% | +2.5% | -0.8% |
| YTD | +1.0% | -0.1% | +1.1% | -2.1% |
| 1Y | +4.3% | -0.5% | +4.8% | +0.9% |
| 3Y | +9.9% | -9.1% | +19.0% | +7.1% |
| 5Y | -6.8% | -43.8% | +37.0% | +16.3% |
| 10Y | +614.7% | +80.5% | +534.1% | +363.4% |
| All | +2,417.1% | +536.8% | +1,880.4% | +636.6% |
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