+108.5%
RF vs SBAC
-10.4%
+118.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.1% |
| 7D | -0.9% | +1.2% | -2.1% | -1.1% |
| 30D | +6.0% | +11.2% | -5.1% | +4.7% |
| 3M | -8.9% | +4.5% | -13.3% | -9.4% |
| 6M | +2.3% | -12.2% | +14.5% | +3.6% |
| YTD | +7.6% | -0.1% | +7.7% | +7.1% |
| 1Y | +21.2% | -0.3% | +21.4% | +20.7% |
| 3Y | +108.5% | -8.7% | +117.3% | +102.1% |
| All | +108.5% | -10.4% | +118.9% | +102.1% |
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 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