-26.4%
NOW vs SBAC
-40.3%
+14.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.2% |
| 7D | -3.0% | +1.2% | -4.2% | -3.4% |
| 30D | -26.0% | +11.2% | -37.2% | -28.5% |
| 3M | -13.1% | +4.5% | -17.6% | -14.4% |
| 6M | +14.5% | -12.2% | +26.7% | +18.0% |
| YTD | -33.4% | -0.1% | -33.3% | -35.0% |
| 1Y | -40.6% | -0.3% | -40.4% | -42.1% |
| 3Y | -16.3% | -8.7% | -7.6% | -19.8% |
| All | -26.4% | -40.3% | +14.0% | -3.8% |
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