+11,273.0%
ORLY vs SBAC
+2,199.0%
+9,074.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -2.3% | -0.1% | -2.3% | -2.3% |
| 30D | -8.2% | +3.2% | -11.4% | -8.5% |
| 3M | -3.5% | -5.1% | +1.5% | -3.1% |
| 6M | -9.2% | -2.1% | -7.1% | -9.3% |
| YTD | -5.8% | -0.5% | -5.3% | -6.2% |
| 1Y | -19.3% | +1.1% | -20.4% | -19.7% |
| 3Y | +34.4% | -7.4% | +41.9% | +34.1% |
| 5Y | +117.8% | -44.3% | +162.2% | +127.1% |
| 10Y | +356.9% | +77.6% | +279.4% | +326.9% |
| All | +11,273.0% | +2,199.0% | +9,074.0% | +8,931.9% |
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 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