+112.5%
NET vs SBAC
-43.7%
+156.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.5% |
| 7D | -7.0% | -0.8% | -6.2% | -6.6% |
| 30D | -4.8% | +6.9% | -11.7% | -7.5% |
| 3M | +3.8% | -8.2% | +12.1% | +7.1% |
| 6M | +50.0% | -1.6% | +51.7% | +46.8% |
| YTD | +41.5% | -0.1% | +41.6% | +36.4% |
| 1Y | +32.8% | -0.5% | +33.3% | +27.7% |
| 3Y | +335.9% | -9.1% | +344.9% | +306.9% |
| All | +112.5% | -43.7% | +156.1% | +237.0% |
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