+8.6%
MSFT vs SBAC
-0.1%
+8.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.3% | +2.7% |
| 7D | +7.5% | +3.0% | +4.5% | +7.3% |
| 30D | +1.9% | +4.3% | -2.4% | +1.6% |
| 3M | +9.2% | +4.1% | +5.1% | +8.8% |
| 6M | +31.9% | -11.6% | +43.5% | +31.4% |
| YTD | +13.4% | +0.4% | +13.1% | +11.4% |
| All | +8.6% | -0.1% | +8.8% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling