+226.8%
SFM vs SBAC
-43.9%
+270.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -6.4% |
| 7D | -5.8% | -0.1% | -5.8% | -5.8% |
| 30D | -11.4% | +3.2% | -14.6% | -11.9% |
| 3M | -12.2% | -5.1% | -7.1% | -11.4% |
| 6M | -5.2% | -2.1% | -3.1% | -5.5% |
| YTD | -4.5% | -0.5% | -4.0% | -5.3% |
| 1Y | -45.4% | +1.1% | -46.5% | -46.1% |
| 3Y | +91.1% | -7.4% | +98.5% | +89.6% |
| 5Y | +226.8% | -44.3% | +271.1% | +263.5% |
| All | +226.8% | -43.9% | +270.7% | +263.5% |
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 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