+16.6%
P vs SBAC
-2.2%
+18.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.7% |
| 7D | -13.3% | +3.6% | -17.0% | -12.7% |
| 30D | -34.0% | +4.9% | -38.9% | -33.3% |
| 3M | +4.1% | +6.5% | -2.4% | +5.3% |
| 6M | +30.5% | -11.1% | +41.6% | +32.5% |
| YTD | +52.2% | +0.9% | +51.3% | +50.1% |
| All | +16.6% | -2.2% | +18.8% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling