-0.4%
PL vs SBAC
+2.4%
-2.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.8% | -12.2% | -7.1% |
| 7D | -11.7% | +5.8% | -17.5% | -12.4% |
| 30D | -27.1% | +20.8% | -47.9% | -29.5% |
| 3M | -44.6% | +4.8% | -49.3% | -45.1% |
| 6M | -67.2% | -9.1% | -58.0% | -65.9% |
| YTD | -35.9% | +3.1% | -38.9% | -37.2% |
| 1Y | -0.4% | +2.2% | -2.6% | -4.6% |
| All | -0.4% | +2.4% | -2.8% | -4.6% |
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