+101.5%
SFM vs SBAC
-40.3%
+141.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.9% | -2.9% | -4.4% |
| 7D | -1.2% | +1.2% | -2.4% | -1.4% |
| 30D | -24.8% | +11.2% | -35.9% | -26.5% |
| 3M | -43.7% | +4.5% | -48.1% | -44.3% |
| 6M | -37.3% | -12.2% | -25.1% | -35.8% |
| YTD | -38.4% | -0.1% | -38.2% | -39.0% |
| 1Y | -36.9% | -0.3% | -36.7% | -37.6% |
| 3Y | +20.7% | -8.7% | +29.4% | +20.1% |
| All | +101.5% | -40.3% | +141.8% | +135.3% |
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