-73.5%
MTCH vs SBAC
-45.4%
-28.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.8% | +2.0% |
| 7D | -1.4% | -5.3% | +3.8% | +0.5% |
| 30D | +13.6% | +0.4% | +13.3% | +13.4% |
| 3M | +22.4% | -11.9% | +34.3% | +27.8% |
| 6M | +37.2% | -4.5% | +41.7% | +37.2% |
| YTD | +31.8% | -4.3% | +36.1% | +31.0% |
| 1Y | +12.9% | -3.9% | +16.8% | +11.7% |
| 3Y | -1.1% | -11.0% | +9.9% | -2.3% |
| 5Y | -73.5% | -44.1% | -29.4% | -68.0% |
| All | -73.5% | -45.4% | -28.1% | -68.0% |
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