+771.9%
SM vs SBAC
+2,208.1%
-1,436.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.4% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | +26.3% | +6.9% | +19.4% | +25.0% |
| 3M | +8.7% | -8.2% | +16.9% | +9.9% |
| 6M | +51.7% | -1.6% | +53.3% | +51.0% |
| YTD | +99.0% | -0.1% | +99.2% | +97.7% |
| 1Y | +34.6% | -0.5% | +35.0% | +33.6% |
| 3Y | -7.8% | -9.1% | +1.3% | -8.4% |
| 5Y | +104.8% | -43.8% | +148.6% | +116.3% |
| 10Y | +7.2% | +80.5% | -73.3% | -4.2% |
| All | +771.9% | +2,208.1% | -1,436.3% | +470.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling