+356.6%
PSX vs SBAC
-43.7%
+400.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +4.5% | -0.8% | +5.3% | +4.6% |
| 30D | +26.6% | +6.9% | +19.7% | +25.9% |
| 3M | +39.3% | -8.2% | +47.5% | +40.2% |
| 6M | +56.8% | -1.6% | +58.5% | +56.5% |
| YTD | +101.8% | -0.1% | +101.9% | +100.9% |
| 1Y | +99.6% | -0.5% | +100.1% | +98.7% |
| 3Y | +140.3% | -9.1% | +149.4% | +138.3% |
| All | +356.6% | -43.7% | +400.3% | +378.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling