+30.0%
S vs SBAC
-4.7%
+34.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.2% | -5.1% | -6.2% |
| 7D | +4.1% | -2.7% | +6.8% | +4.2% |
| 30D | -7.2% | +3.3% | -10.4% | -7.3% |
| 3M | 0.0% | +3.3% | -3.3% | -0.3% |
| 6M | +41.6% | -10.9% | +52.6% | +41.3% |
| YTD | +48.6% | -1.0% | +49.6% | +45.9% |
| 1Y | +30.0% | -4.5% | +34.5% | +30.3% |
| All | +30.0% | -4.7% | +34.7% | +30.3% |
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