-4.4%
ON vs SBAC
-10.4%
+6.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.4% |
| 7D | -11.7% | +1.2% | -12.9% | -11.6% |
| 30D | -23.3% | +11.2% | -34.4% | -22.9% |
| 3M | -19.2% | +4.5% | -23.6% | -18.9% |
| 6M | -40.1% | -12.2% | -28.0% | -39.5% |
| YTD | +16.9% | -0.1% | +17.0% | +17.3% |
| 1Y | +29.7% | -0.3% | +30.0% | +30.2% |
| 3Y | -4.4% | -8.7% | +4.3% | -6.5% |
| All | -4.4% | -10.4% | +6.0% | -6.5% |
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