+4.9%
MSFT vs SBAC
-2.9%
+7.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | -1.3% | +0.6% | -1.9% | -1.3% |
| 30D | -1.8% | +5.5% | -7.3% | -2.1% |
| 3M | +5.6% | +3.1% | +2.6% | +5.2% |
| 6M | +29.8% | -7.0% | +36.8% | +29.3% |
| YTD | +9.0% | +0.5% | +8.5% | +6.8% |
| 1Y | +4.9% | +0.2% | +4.7% | +3.0% |
| All | +4.9% | -2.9% | +7.9% | +3.0% |
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