-53.2%
S vs SBAC
-36.0%
-17.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.8% |
| 7D | -7.7% | -0.8% | -6.9% | -7.4% |
| 30D | -5.3% | +6.9% | -12.3% | -7.7% |
| 3M | +20.3% | -8.2% | +28.5% | +23.5% |
| 6M | +47.4% | -1.6% | +49.0% | +45.3% |
| YTD | +32.5% | -0.1% | +32.6% | +28.9% |
| 1Y | +9.5% | -0.5% | +10.0% | +6.6% |
| 3Y | +15.5% | -9.1% | +24.6% | +10.9% |
| 5Y | -71.2% | -43.8% | -27.4% | -60.3% |
| All | -53.2% | -36.0% | -17.3% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling