+29.7%
Q vs SBAC
-1.9%
+31.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.3% |
| 7D | +6.7% | -0.1% | +6.8% | +6.7% |
| 30D | -10.6% | +3.2% | -13.8% | -10.3% |
| 3M | -14.6% | -5.1% | -9.5% | -14.3% |
| 6M | +12.1% | -2.1% | +14.2% | +15.5% |
| YTD | +51.3% | -0.5% | +51.8% | +56.9% |
| All | +29.7% | -1.9% | +31.6% | +37.0% |
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