+0.7%
PL vs SBAC
-0.4%
+1.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.9% | +12.3% | +10.6% |
| 7D | -6.8% | +1.2% | -8.0% | -7.0% |
| 30D | -29.3% | +11.2% | -40.5% | -30.7% |
| 3M | -44.8% | +4.5% | -49.2% | -45.4% |
| 6M | -68.4% | -12.2% | -56.2% | -67.0% |
| YTD | -36.4% | -0.1% | -36.2% | -37.4% |
| 1Y | +0.7% | -0.3% | +1.0% | -2.9% |
| All | +0.7% | -0.4% | +1.1% | -2.9% |
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 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