+51.7%
SM vs SBAC
+0.1%
+51.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | +20.3% | +3.9% | +16.4% | +19.9% |
| 3M | +22.9% | -8.2% | +31.1% | +23.3% |
| 6M | +47.8% | -2.8% | +50.6% | +47.2% |
| YTD | +107.5% | -1.5% | +109.0% | +102.1% |
| 1Y | +51.7% | 0.0% | +51.7% | +51.4% |
| All | +51.7% | +0.1% | +51.7% | +51.4% |
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