+765.0%
PLTR vs SBAC
-10.4%
+775.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.5% |
| 7D | -12.9% | +1.2% | -14.1% | -12.9% |
| 30D | -17.4% | +11.2% | -28.6% | -17.6% |
| 3M | +2.9% | +4.5% | -1.6% | +2.8% |
| 6M | +19.9% | -12.2% | +32.0% | +18.2% |
| YTD | -9.8% | -0.1% | -9.6% | -10.3% |
| 1Y | -8.4% | -0.3% | -8.1% | -8.9% |
| 3Y | +765.0% | -8.7% | +773.8% | +760.3% |
| All | +765.0% | -10.4% | +775.4% | +760.3% |
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