+24.5%
Q vs SBAC
-0.9%
+25.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -3.4% |
| 7D | +1.2% | +0.6% | +0.5% | +1.2% |
| 30D | -2.7% | +5.5% | -8.2% | -2.0% |
| 3M | -16.9% | +3.1% | -20.0% | -16.5% |
| 6M | -26.9% | -7.0% | -19.8% | -26.3% |
| YTD | +45.2% | +0.5% | +44.7% | +51.0% |
| 1Y | +38.1% | +0.2% | +37.9% | +44.1% |
| All | +24.5% | -0.9% | +25.4% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling