+589.4%
SE vs SBAC
+41.0%
+548.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | -6.1% | -0.8% | -5.3% | -5.8% |
| 30D | -2.5% | +6.9% | -9.4% | -5.2% |
| 3M | +21.7% | -8.2% | +29.9% | +25.3% |
| 6M | +27.0% | -1.6% | +28.6% | +25.3% |
| YTD | -12.1% | -0.1% | -12.0% | -14.5% |
| 1Y | -40.9% | -0.5% | -40.5% | -42.7% |
| 3Y | +191.0% | -9.1% | +200.1% | +176.5% |
| 5Y | -68.3% | -43.8% | -24.5% | -59.4% |
| All | +589.4% | +41.0% | +548.4% | +411.0% |
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 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