+24.1%
MTB vs SBAC
-2.7%
+26.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.3% | +0.6% |
| 7D | -0.4% | -5.3% | +4.8% | -0.2% |
| 30D | -4.6% | +0.4% | -5.0% | -4.6% |
| 3M | +7.4% | -11.9% | +19.3% | +7.9% |
| 6M | +18.7% | -4.5% | +23.2% | +18.6% |
| YTD | +21.1% | -4.3% | +25.4% | +21.0% |
| 1Y | +24.1% | -3.9% | +28.0% | +24.3% |
| All | +24.1% | -2.7% | +26.8% | +24.3% |
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