+83.1%
SM vs SBAC
-2.9%
+86.1%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | +9.4% | +0.6% | +8.8% | +9.4% |
| 30D | -14.4% | +5.5% | -19.8% | -14.6% |
| 3M | +1.6% | +3.1% | -1.5% | +1.6% |
| 6M | +6.3% | -7.0% | +13.4% | +7.0% |
| YTD | +78.8% | +0.5% | +78.3% | +75.9% |
| 1Y | +83.1% | +0.2% | +82.9% | +79.7% |
| All | +83.1% | -2.9% | +86.1% | +79.7% |
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