+11.1%
PL vs SBAC
-39.7%
+50.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.2% | -8.9% | -9.7% |
| 7D | -20.5% | +4.4% | -25.0% | -21.8% |
| 30D | -38.8% | +13.8% | -52.5% | -41.6% |
| 3M | -49.1% | +9.0% | -58.1% | -50.9% |
| 6M | -69.4% | -10.0% | -59.4% | -68.6% |
| YTD | -42.3% | +1.8% | -44.1% | -44.4% |
| 1Y | -14.2% | +1.1% | -15.3% | -16.9% |
| 3Y | +398.7% | -9.5% | +408.2% | +384.1% |
| 5Y | +11.1% | -39.0% | +50.1% | +25.6% |
| All | +11.1% | -39.7% | +50.9% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling