+39.2%
S vs SBAC
+2.4%
+36.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.8% | -4.2% | +1.4% |
| 7D | -8.2% | +5.8% | -14.0% | -8.5% |
| 30D | -7.6% | +20.8% | -28.4% | -8.2% |
| 3M | +12.0% | +4.8% | +7.2% | +11.5% |
| 6M | +50.6% | -9.1% | +59.7% | +50.1% |
| YTD | +56.6% | +3.1% | +53.5% | +54.1% |
| 1Y | +39.2% | +2.2% | +37.1% | +38.5% |
| All | +39.2% | +2.4% | +36.9% | +38.5% |
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