+24.5%
PSA vs SBAC
-9.5%
+34.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -0.4% | -0.1% | -0.4% | -0.4% |
| 30D | -8.2% | +3.2% | -11.4% | -9.3% |
| 3M | -2.1% | -5.1% | +2.9% | -0.4% |
| 6M | -0.2% | -2.1% | +1.9% | -0.2% |
| YTD | +18.5% | -0.5% | +19.0% | +17.2% |
| 1Y | +6.6% | +1.1% | +5.5% | +4.4% |
| 3Y | +24.5% | -7.4% | +31.9% | +28.3% |
| All | +24.5% | -9.5% | +34.0% | +28.3% |
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