+119.9%
NDAQ vs SBAC
-10.4%
+130.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.6% |
| 7D | +0.8% | +1.2% | -0.4% | +0.6% |
| 30D | +16.5% | +11.2% | +5.3% | +14.4% |
| 3M | +13.5% | +4.5% | +9.0% | +12.5% |
| 6M | +20.9% | -12.2% | +33.1% | +22.8% |
| YTD | +11.4% | -0.1% | +11.5% | +10.4% |
| 1Y | +25.9% | -0.3% | +26.2% | +24.8% |
| 3Y | +119.9% | -8.7% | +128.6% | +123.9% |
| All | +119.9% | -10.4% | +130.2% | +123.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling