+516.5%
PL vs SBAC
-6.5%
+523.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.8% |
| 7D | +10.0% | +0.6% | +9.4% | +10.0% |
| 30D | -2.3% | +5.5% | -7.7% | -3.1% |
| 3M | -44.2% | +3.1% | -47.3% | -44.6% |
| 6M | -66.1% | -7.0% | -59.1% | -65.8% |
| YTD | -30.0% | +0.5% | -30.5% | -31.3% |
| 1Y | +21.0% | +0.2% | +20.8% | +18.7% |
| 3Y | +516.5% | -7.4% | +523.9% | +478.3% |
| All | +516.5% | -6.5% | +523.1% | +478.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling