+3,217.5%
PSA vs SBAC
+2,173.2%
+1,044.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.5% |
| 7D | -2.1% | -3.4% | +1.3% | -1.7% |
| 30D | +15.6% | +2.6% | +13.0% | +15.2% |
| 3M | +4.1% | +2.6% | +1.5% | +3.6% |
| 6M | +9.2% | -11.5% | +20.7% | +10.7% |
| YTD | +32.3% | -1.6% | +33.9% | +31.9% |
| 1Y | +26.2% | -5.1% | +31.3% | +26.4% |
| 3Y | +53.7% | -9.3% | +63.0% | +54.7% |
| 5Y | +26.6% | -41.0% | +67.5% | +34.1% |
| 10Y | +132.8% | +108.0% | +24.8% | +114.2% |
| All | +3,217.5% | +2,173.2% | +1,044.3% | +2,356.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling