+361.5%
SAN vs SBAC
-7.2%
+368.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | +1.8% | -0.8% | +2.6% | +1.9% |
| 30D | +2.0% | +6.9% | -4.9% | +1.1% |
| 3M | +19.7% | -8.2% | +28.0% | +21.2% |
| 6M | +30.6% | -1.6% | +32.3% | +31.0% |
| YTD | +28.8% | -0.1% | +29.0% | +28.5% |
| 1Y | +57.8% | -0.5% | +58.2% | +57.2% |
| All | +361.5% | -7.2% | +368.7% | +374.1% |
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