+9.7%
O vs SBAC
-2.9%
+12.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | +7.1% | +5.5% | +1.7% | +6.2% |
| 3M | -5.2% | +3.1% | -8.3% | -5.8% |
| 6M | -1.8% | -7.0% | +5.3% | -1.1% |
| YTD | +9.1% | +0.5% | +8.6% | +9.9% |
| 1Y | +9.7% | +0.2% | +9.5% | +10.6% |
| All | +9.7% | -2.9% | +12.6% | +10.6% |
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