+449.6%
P vs SBAC
+95.6%
+354.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -1.2% | -15.2% | -16.1% |
| 7D | -31.9% | +4.4% | -36.3% | -32.7% |
| 30D | -36.5% | +13.8% | -50.3% | -38.8% |
| 3M | +11.6% | +9.0% | +2.6% | +8.6% |
| 6M | +25.2% | -10.0% | +35.2% | +27.3% |
| YTD | +39.4% | +1.8% | +37.6% | +34.9% |
| 1Y | -3.7% | +1.1% | -4.8% | -6.7% |
| 3Y | +167.3% | -9.5% | +176.8% | +156.4% |
| 5Y | +237.3% | -39.0% | +276.3% | +279.4% |
| 10Y | +698.6% | +101.1% | +597.5% | +439.2% |
| All | +449.6% | +95.6% | +354.0% | +271.4% |
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