+290.4%
P vs SBAC
-41.3%
+331.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.2% | +3.5% |
| 7D | +17.8% | -3.4% | +21.2% | +18.1% |
| 30D | -29.9% | +2.6% | -32.5% | -30.0% |
| 3M | -1.2% | +2.6% | -3.8% | -1.5% |
| 6M | +32.1% | -11.5% | +43.6% | +33.7% |
| YTD | +64.3% | -1.6% | +65.9% | +62.8% |
| 1Y | +24.3% | -5.1% | +29.4% | +23.8% |
| 3Y | +203.2% | -9.3% | +212.6% | +192.6% |
| 5Y | +290.4% | -41.0% | +331.4% | +348.2% |
| All | +290.4% | -41.3% | +331.7% | +348.2% |
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