+21.8%
SFM vs SBAC
+184.4%
-162.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -6.9% | +3.6% | -10.5% | -7.5% |
| 30D | -25.0% | +4.9% | -29.9% | -25.7% |
| 3M | -42.7% | +6.5% | -49.2% | -43.5% |
| 6M | -41.0% | -11.1% | -29.9% | -39.9% |
| YTD | -38.7% | +0.9% | -39.6% | -39.4% |
| 1Y | -38.1% | -1.6% | -36.6% | -38.6% |
| 3Y | +19.3% | -7.0% | +26.3% | +18.3% |
| 5Y | +103.1% | -39.2% | +142.3% | +118.2% |
| 10Y | +131.1% | +111.4% | +19.7% | +94.1% |
| All | +21.8% | +184.4% | -162.6% | -13.9% |
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