-24.4%
NOW vs SBAC
-39.8%
+15.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.4% |
| 7D | -5.6% | -2.8% | -2.8% | -4.8% |
| 30D | -26.8% | +3.1% | -29.9% | -27.5% |
| 3M | -19.4% | +5.1% | -24.6% | -20.8% |
| 6M | +12.3% | -11.4% | +23.7% | +15.5% |
| YTD | -32.9% | +0.2% | -33.1% | -34.5% |
| 1Y | -40.3% | -3.9% | -36.4% | -40.9% |
| 3Y | -19.1% | -7.7% | -11.4% | -22.9% |
| 5Y | -24.4% | -39.7% | +15.4% | -3.7% |
| All | -24.4% | -39.8% | +15.4% | -3.7% |
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