+51.2%
MSFT vs SBAC
-9.5%
+60.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -1.0% | +3.2% | -4.3% | -1.0% |
| 3M | +20.2% | -5.1% | +25.2% | +20.0% |
| 6M | +21.3% | -2.1% | +23.4% | +20.7% |
| YTD | +2.8% | -0.5% | +3.3% | +2.4% |
| 1Y | 0.0% | +1.1% | -1.2% | -0.4% |
| 3Y | +51.2% | -7.4% | +58.7% | +53.9% |
| All | +51.2% | -9.5% | +60.8% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling