+75.1%
SAP vs SBAC
-10.4%
+85.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.9% |
| 7D | -0.7% | +1.2% | -1.9% | -0.8% |
| 30D | +11.1% | +11.2% | -0.1% | +9.6% |
| 3M | +17.0% | +4.5% | +12.6% | +16.3% |
| 6M | +34.8% | -12.2% | +47.0% | +35.6% |
| YTD | -2.2% | -0.1% | -2.1% | -2.7% |
| 1Y | -6.4% | -0.3% | -6.2% | -6.9% |
| 3Y | +75.1% | -8.7% | +83.9% | +74.8% |
| All | +75.1% | -10.4% | +85.5% | +74.8% |
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