+20.9%
SAN vs SBAC
+0.4%
+20.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | +10.8% | +3.6% | +7.1% | +10.6% |
| 30D | -5.7% | +4.9% | -10.6% | -5.9% |
| 3M | -13.4% | +6.5% | -19.9% | -13.8% |
| 6M | +3.5% | -11.1% | +14.7% | +4.2% |
| YTD | +9.7% | +0.9% | +8.8% | +10.5% |
| 1Y | +20.9% | -1.6% | +22.4% | +21.5% |
| All | +20.9% | +0.4% | +20.5% | +21.5% |
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