-13.6%
SKDD vs SBAC
+5.1%
-18.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +5.8% | +4.5% | +6.6% |
| 7D | +28.7% | +5.8% | +22.9% | +24.3% |
| 30D | +54.1% | +20.8% | +33.3% | +41.2% |
| 3M | -22.7% | +4.8% | -27.5% | -26.0% |
| All | -13.6% | +5.1% | -18.7% | -17.1% |
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 · Available span rolling