+2,875.2%
PSA vs SBAC
+2,208.1%
+667.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -3.7% | -0.8% | -2.9% | -3.6% |
| 30D | -7.7% | +6.9% | -14.7% | -8.6% |
| 3M | -0.6% | -8.2% | +7.6% | +0.4% |
| 6M | -0.9% | -1.6% | +0.7% | -1.1% |
| YTD | +18.7% | -0.1% | +18.8% | +18.2% |
| 1Y | +7.6% | -0.5% | +8.1% | +7.2% |
| 3Y | +23.7% | -9.1% | +32.7% | +24.5% |
| 5Y | +13.7% | -43.8% | +57.5% | +21.1% |
| 10Y | +98.9% | +80.5% | +18.3% | +85.7% |
| All | +2,875.2% | +2,208.1% | +667.1% | +2,100.1% |
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