+1,091.2%
PSX vs SBAC
+310.4%
+780.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -7.8% | +3.6% | -11.5% | -8.6% |
| 30D | -9.9% | +4.9% | -14.8% | -10.9% |
| 3M | +16.9% | +6.5% | +10.5% | +15.0% |
| 6M | +48.0% | -11.1% | +59.1% | +50.9% |
| YTD | +98.3% | +0.9% | +97.4% | +94.7% |
| 1Y | +86.2% | -1.6% | +87.7% | +83.8% |
| 3Y | +144.0% | -7.0% | +151.0% | +138.9% |
| 5Y | +287.7% | -39.2% | +326.9% | +318.8% |
| 10Y | +338.3% | +111.4% | +226.9% | +193.9% |
| All | +1,091.2% | +310.4% | +780.9% | +524.2% |
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