-21.6%
Q vs SBAC
-12.3%
-9.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.2% | +5.6% |
| 7D | +0.3% | +1.2% | -0.9% | +0.8% |
| 30D | -9.8% | +11.2% | -21.0% | -5.6% |
| 3M | -12.2% | +4.5% | -16.7% | -11.0% |
| 6M | -21.6% | -12.2% | -9.5% | -28.1% |
| All | -21.6% | -12.3% | -9.3% | -28.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling