+373.1%
SAN vs SBAC
+2,219.2%
-1,846.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.6% | +6.1% |
| 7D | +8.7% | +3.0% | +5.8% | +8.2% |
| 30D | -6.5% | +4.3% | -10.8% | -7.2% |
| 3M | -14.2% | +4.1% | -18.3% | -14.9% |
| 6M | +2.7% | -11.6% | +14.3% | +4.3% |
| YTD | +8.9% | +0.4% | +8.5% | +7.6% |
| 1Y | +23.4% | -1.1% | +24.5% | +22.2% |
| 3Y | +257.9% | -7.3% | +265.2% | +255.5% |
| 5Y | +297.8% | -40.8% | +338.5% | +321.5% |
| 10Y | +259.6% | +103.0% | +156.6% | +205.9% |
| All | +373.1% | +2,219.2% | -1,846.1% | +177.7% |
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