-78.0%
SE vs SBAC
-40.3%
-37.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.7% |
| 7D | +2.0% | +1.2% | +0.8% | +1.6% |
| 30D | -20.0% | +11.2% | -31.2% | -22.6% |
| 3M | -31.8% | +4.5% | -36.2% | -32.8% |
| 6M | -15.9% | -12.2% | -3.7% | -13.0% |
| YTD | -40.6% | -0.1% | -40.5% | -41.8% |
| 1Y | -50.7% | -0.3% | -50.4% | -51.7% |
| 3Y | +70.3% | -8.7% | +79.0% | +63.0% |
| All | -78.0% | -40.3% | -37.7% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling