+102.5%
PSX vs SBAC
-2.7%
+105.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +2.0% | -0.9% |
| 7D | +1.5% | -5.3% | +6.8% | +1.4% |
| 30D | +15.8% | +0.4% | +15.4% | +15.8% |
| 3M | +43.0% | -11.9% | +54.9% | +42.4% |
| 6M | +61.1% | -4.5% | +65.6% | +60.8% |
| YTD | +104.5% | -4.3% | +108.9% | +103.9% |
| 1Y | +102.5% | -3.9% | +106.4% | +103.9% |
| All | +102.5% | -2.7% | +105.2% | +103.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling