+609.5%
MTUM vs SBAC
+174.2%
+435.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | +4.1% | +0.2% | +4.0% | +4.1% |
| 30D | +0.6% | +3.9% | -3.2% | -0.4% |
| 3M | -0.6% | -8.2% | +7.5% | +1.1% |
| 6M | +25.3% | -2.8% | +28.1% | +24.1% |
| YTD | +23.8% | -1.5% | +25.3% | +21.7% |
| 1Y | +25.4% | 0.0% | +25.4% | +22.4% |
| 3Y | +117.3% | -8.4% | +125.7% | +111.1% |
| 5Y | +79.7% | -43.5% | +123.2% | +105.3% |
| 10Y | +359.6% | +86.9% | +272.7% | +241.3% |
| All | +609.5% | +174.2% | +435.2% | +358.5% |
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