+71.6%
SM vs SBAC
+2.4%
+69.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +5.8% | -21.1% | -15.5% |
| 7D | -21.5% | +5.8% | -27.3% | -21.7% |
| 30D | -11.4% | +20.8% | -32.2% | -12.7% |
| 3M | +0.6% | +4.8% | -4.1% | +0.6% |
| 6M | +0.2% | -9.1% | +9.4% | +1.0% |
| YTD | +69.7% | +3.1% | +66.6% | +67.7% |
| 1Y | +71.6% | +2.2% | +69.4% | +71.3% |
| All | +71.6% | +2.4% | +69.2% | +71.3% |
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