+53.8%
NDAQ vs SBAC
-43.9%
+97.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -2.6% | -0.1% | -2.5% | -2.5% |
| 30D | +0.5% | +3.2% | -2.8% | -0.3% |
| 3M | +9.9% | -5.1% | +15.0% | +11.1% |
| 6M | +8.2% | -2.1% | +10.3% | +7.9% |
| YTD | -1.5% | -0.5% | -1.0% | -2.5% |
| 1Y | +1.3% | +1.1% | +0.2% | -0.3% |
| 3Y | +92.6% | -7.4% | +100.0% | +89.8% |
| 5Y | +53.8% | -44.3% | +98.2% | +81.0% |
| All | +53.8% | -43.9% | +97.8% | +81.0% |
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