+101.9%
MTB vs SBAC
-44.9%
+146.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | -4.6% | +3.9% | -8.5% | -5.3% |
| 3M | +6.3% | -8.2% | +14.4% | +7.7% |
| 6M | +15.6% | -2.8% | +18.4% | +15.6% |
| YTD | +20.6% | -1.5% | +22.1% | +19.9% |
| 1Y | +22.5% | 0.0% | +22.5% | +21.3% |
| 3Y | +114.4% | -8.4% | +122.8% | +111.8% |
| 5Y | +101.9% | -43.5% | +145.4% | +109.0% |
| All | +101.9% | -44.9% | +146.8% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling