+5.7%
O vs SBAC
-2.7%
+8.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +2.0% | -0.5% |
| 7D | -3.5% | -5.3% | +1.8% | -2.8% |
| 30D | -3.3% | +0.4% | -3.7% | -3.4% |
| 3M | -2.8% | -11.9% | +9.0% | -1.3% |
| 6M | -5.8% | -4.5% | -1.3% | -4.3% |
| YTD | +9.4% | -4.3% | +13.7% | +10.8% |
| 1Y | +5.7% | -3.9% | +9.6% | +7.2% |
| All | +5.7% | -2.7% | +8.4% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling