-37.4%
SFM vs SBAC
-4.7%
-32.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | -0.4% | -2.7% | +2.3% | +0.1% |
| 30D | -19.2% | +3.3% | -22.5% | -19.7% |
| 3M | -40.3% | +3.3% | -43.6% | -40.6% |
| 6M | -40.9% | -10.9% | -29.9% | -39.8% |
| YTD | -35.5% | -1.0% | -34.5% | -36.5% |
| 1Y | -37.4% | -4.5% | -33.0% | -38.7% |
| All | -37.4% | -4.7% | -32.8% | -38.7% |
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