-48.0%
SE vs SBAC
-4.7%
-43.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | -1.5% | -2.7% | +1.3% | -1.2% |
| 30D | -22.3% | +3.3% | -25.6% | -22.5% |
| 3M | -41.8% | +3.3% | -45.1% | -42.1% |
| 6M | -22.4% | -10.9% | -11.5% | -22.5% |
| YTD | -41.6% | -1.0% | -40.6% | -42.3% |
| 1Y | -48.0% | -4.5% | -43.5% | -48.0% |
| All | -48.0% | -4.7% | -43.4% | -48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling