+1,112.1%
PSX vs SBAC
+306.1%
+806.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | +4.5% | -0.8% | +5.3% | +4.7% |
| 30D | +26.6% | +6.9% | +19.7% | +24.7% |
| 3M | +39.3% | -8.2% | +47.5% | +41.5% |
| 6M | +56.8% | -1.6% | +58.5% | +55.6% |
| YTD | +101.8% | -0.1% | +101.9% | +99.0% |
| 1Y | +99.6% | -0.5% | +100.1% | +96.7% |
| 3Y | +140.3% | -9.1% | +149.4% | +136.6% |
| 5Y | +339.3% | -43.8% | +383.1% | +386.6% |
| 10Y | +369.9% | +80.5% | +289.3% | +234.8% |
| All | +1,112.1% | +306.1% | +806.0% | +538.1% |
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