+114.0%
SM vs SBAC
-43.9%
+158.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | +31.5% | +3.2% | +28.3% | +30.8% |
| 3M | +17.3% | -5.1% | +22.4% | +18.1% |
| 6M | +48.5% | -2.1% | +50.6% | +47.8% |
| YTD | +106.3% | -0.5% | +106.8% | +104.4% |
| 1Y | +47.3% | +1.1% | +46.2% | +45.5% |
| 3Y | -1.4% | -7.4% | +6.0% | -3.8% |
| 5Y | +114.0% | -44.3% | +158.4% | +136.3% |
| All | +114.0% | -43.9% | +158.0% | +136.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling