+62.6%
NDAQ vs SBAC
-40.3%
+103.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.8% |
| 7D | +0.8% | +1.2% | -0.4% | +0.5% |
| 30D | +16.5% | +11.2% | +5.3% | +13.2% |
| 3M | +13.5% | +4.5% | +9.0% | +12.0% |
| 6M | +20.9% | -12.2% | +33.1% | +24.4% |
| YTD | +11.4% | -0.1% | +11.5% | +9.9% |
| 1Y | +25.9% | -0.3% | +26.2% | +24.2% |
| 3Y | +119.9% | -8.7% | +128.6% | +117.8% |
| All | +62.6% | -40.3% | +103.0% | +91.8% |
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