+745.8%
MTCH vs SBAC
+2,208.1%
-1,462.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.3% | -1.2% |
| 7D | +0.7% | -0.8% | +1.5% | +0.8% |
| 30D | +9.7% | +6.9% | +2.8% | +8.6% |
| 3M | +21.1% | -8.2% | +29.3% | +22.5% |
| 6M | +37.5% | -1.6% | +39.1% | +37.1% |
| YTD | +31.9% | -0.1% | +32.0% | +31.0% |
| 1Y | +14.6% | -0.5% | +15.0% | +13.7% |
| 3Y | -6.2% | -9.1% | +2.9% | -6.2% |
| 5Y | -70.6% | -43.8% | -26.8% | -68.4% |
| 10Y | +185.6% | +80.5% | +105.1% | +161.1% |
| All | +745.8% | +2,208.1% | -1,462.4% | +372.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling