+2,324.1%
O vs SBAC
+2,232.4%
+91.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +3.5% | +3.6% | -0.1% | +3.1% |
| 30D | +10.4% | +4.9% | +5.5% | +9.7% |
| 3M | -2.4% | +6.5% | -8.9% | -3.3% |
| 6M | -1.2% | -11.1% | +9.9% | 0.0% |
| YTD | +10.4% | +0.9% | +9.5% | +9.6% |
| 1Y | +11.4% | -1.6% | +13.0% | +10.9% |
| 3Y | +40.4% | -7.0% | +47.4% | +40.4% |
| 5Y | +12.1% | -39.2% | +51.4% | +17.6% |
| 10Y | +82.7% | +111.4% | -28.6% | +68.0% |
| All | +2,324.1% | +2,232.4% | +91.7% | +1,756.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling