+24.3%
P vs SBAC
-4.7%
+28.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.2% |
| 7D | +17.8% | -2.7% | +20.6% | +17.3% |
| 30D | -29.9% | +3.3% | -33.1% | -29.3% |
| 3M | -1.2% | +3.3% | -4.5% | -0.4% |
| 6M | +32.1% | -10.9% | +43.1% | +33.5% |
| YTD | +64.3% | -1.0% | +65.3% | +61.6% |
| 1Y | +24.3% | -4.5% | +28.8% | +25.0% |
| All | +24.3% | -4.7% | +28.9% | +25.0% |
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