+116.5%
ORLY vs SBAC
-45.4%
+161.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.2% | -0.1% |
| 7D | -2.1% | -5.3% | +3.1% | -1.2% |
| 30D | -7.6% | +0.4% | -8.0% | -7.7% |
| 3M | -5.5% | -11.9% | +6.4% | -3.4% |
| 6M | -9.7% | -4.5% | -5.2% | -9.3% |
| YTD | -6.2% | -4.3% | -1.9% | -6.0% |
| 1Y | -18.6% | -3.9% | -14.8% | -18.5% |
| 3Y | +33.8% | -11.0% | +44.8% | +34.2% |
| 5Y | +116.5% | -44.1% | +160.6% | +141.9% |
| All | +116.5% | -45.4% | +161.9% | +141.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling