+205.9%
SLB vs SBAC
+2,207.9%
-2,002.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.8% |
| 7D | -7.1% | +1.2% | -8.3% | -7.3% |
| 30D | +4.1% | +11.2% | -7.1% | +2.6% |
| 3M | -2.6% | +4.5% | -7.1% | -3.3% |
| 6M | -8.6% | -12.2% | +3.6% | -7.4% |
| YTD | +32.2% | -0.1% | +32.3% | +31.2% |
| 1Y | +40.7% | -0.3% | +40.9% | +39.6% |
| 3Y | -4.5% | -8.7% | +4.2% | -5.0% |
| 5Y | +66.4% | -40.2% | +106.5% | +73.1% |
| 10Y | -15.1% | +97.3% | -112.4% | -24.8% |
| All | +205.9% | +2,207.9% | -2,002.0% | +88.9% |
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