+38.1%
O vs SBAC
-10.4%
+48.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.2% |
| 7D | +3.7% | +1.2% | +2.5% | +3.3% |
| 30D | +11.2% | +11.2% | 0.0% | +7.8% |
| 3M | -4.0% | +4.5% | -8.4% | -5.3% |
| 6M | -5.2% | -12.2% | +6.9% | -2.1% |
| YTD | +9.5% | -0.1% | +9.6% | +8.3% |
| 1Y | +10.6% | -0.3% | +10.9% | +9.4% |
| 3Y | +38.1% | -8.7% | +46.8% | +41.6% |
| All | +38.1% | -10.4% | +48.5% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling