+57.8%
SAN vs SBAC
-3.2%
+61.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | +1.8% | -0.8% | +2.6% | +1.8% |
| 30D | +2.0% | +6.9% | -4.9% | +2.1% |
| 3M | +19.7% | -8.2% | +28.0% | +20.4% |
| 6M | +30.6% | -1.6% | +32.3% | +32.0% |
| YTD | +28.8% | -0.1% | +29.0% | +29.4% |
| 1Y | +57.8% | -0.5% | +58.2% | +59.5% |
| All | +57.8% | -3.2% | +61.0% | +59.5% |
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