+485.4%
P vs SBAC
+91.9%
+393.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.7% |
| 7D | +6.5% | -0.8% | +7.3% | +6.8% |
| 30D | +18.8% | +6.9% | +11.9% | +16.6% |
| 3M | +26.7% | -8.2% | +35.0% | +28.9% |
| 6M | +62.2% | -1.6% | +63.8% | +59.4% |
| YTD | +48.5% | -0.1% | +48.6% | +44.9% |
| 1Y | +26.4% | -0.5% | +26.9% | +23.1% |
| 3Y | +159.4% | -9.1% | +168.5% | +147.5% |
| 5Y | +275.8% | -43.8% | +319.6% | +337.6% |
| 10Y | +732.0% | +80.5% | +651.5% | +487.7% |
| All | +485.4% | +91.9% | +393.4% | +298.9% |
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