+25.7%
NDAQ vs SBAC
-2.9%
+28.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | +1.3% | +0.6% | +0.6% | +1.2% |
| 30D | +18.0% | +5.5% | +12.5% | +16.8% |
| 3M | +11.5% | +3.1% | +8.4% | +10.8% |
| 6M | +21.1% | -7.0% | +28.1% | +21.5% |
| YTD | +12.8% | +0.5% | +12.3% | +11.1% |
| 1Y | +25.7% | +0.2% | +25.5% | +24.0% |
| All | +25.7% | -2.9% | +28.6% | +24.0% |
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 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