+239.1%
SAN vs SBAC
-10.4%
+249.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.4% | -2.0% |
| 7D | +4.9% | +1.2% | +3.7% | +4.8% |
| 30D | -13.0% | +11.2% | -24.2% | -14.2% |
| 3M | -18.9% | +4.5% | -23.3% | -19.4% |
| 6M | -4.1% | -12.2% | +8.0% | -2.5% |
| YTD | +2.6% | -0.1% | +2.7% | +2.3% |
| 1Y | +16.9% | -0.3% | +17.2% | +16.6% |
| 3Y | +239.1% | -8.7% | +247.8% | +241.8% |
| All | +239.1% | -10.4% | +249.4% | +241.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling