+33.8%
SM vs SBAC
-3.2%
+37.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -3.0% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | +25.6% | +6.9% | +18.6% | +24.8% |
| 3M | +8.0% | -8.2% | +16.3% | +8.2% |
| 6M | +50.8% | -1.6% | +52.4% | +49.9% |
| YTD | +97.9% | -0.1% | +98.0% | +92.4% |
| 1Y | +33.8% | -0.5% | +34.3% | +32.3% |
| All | +33.8% | -3.2% | +37.0% | +32.3% |
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 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 · 6 months rolling