-35.0%
SFM vs SBAC
+2.4%
-37.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.8% | -2.2% | +2.7% |
| 7D | -12.3% | +5.8% | -18.1% | -13.1% |
| 30D | -16.2% | +20.8% | -37.0% | -19.0% |
| 3M | -36.8% | +4.8% | -41.5% | -37.3% |
| 6M | -32.6% | -9.1% | -23.5% | -31.6% |
| YTD | -31.7% | +3.1% | -34.8% | -33.3% |
| 1Y | -35.0% | +2.2% | -37.2% | -36.5% |
| All | -35.0% | +2.4% | -37.4% | -36.5% |
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