+455.3%
PL vs SBAC
-10.4%
+465.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -30.5% |
| 3M | -44.8% | +4.5% | -49.2% | -45.3% |
| 6M | -68.4% | -12.2% | -56.2% | -67.7% |
| YTD | -36.4% | -0.1% | -36.2% | -37.6% |
| 1Y | +0.7% | -0.3% | +1.0% | -1.1% |
| 3Y | +455.3% | -8.7% | +464.0% | +442.8% |
| All | +455.3% | -10.4% | +465.7% | +442.8% |
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