+460.0%
SAN vs SBAC
+2,208.1%
-1,748.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +1.8% | -0.8% | +2.6% | +1.9% |
| 30D | +2.0% | +6.9% | -4.9% | +0.8% |
| 3M | +19.7% | -8.2% | +28.0% | +21.0% |
| 6M | +30.6% | -1.6% | +32.3% | +29.9% |
| YTD | +28.8% | -0.1% | +29.0% | +27.6% |
| 1Y | +57.8% | -0.5% | +58.2% | +56.2% |
| 3Y | +338.1% | -9.1% | +347.2% | +336.6% |
| 5Y | +384.2% | -43.8% | +428.0% | +417.7% |
| 10Y | +353.1% | +80.5% | +272.6% | +293.2% |
| All | +460.0% | +2,208.1% | -1,748.1% | +229.3% |
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