+615.9%
SM vs SBAC
+2,207.9%
-1,592.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.2% |
| 7D | -25.9% | +1.2% | -27.1% | -26.1% |
| 30D | -15.1% | +11.2% | -26.3% | -16.5% |
| 3M | +4.9% | +4.5% | +0.4% | +3.9% |
| 6M | +6.1% | -12.2% | +18.3% | +7.6% |
| YTD | +63.4% | -0.1% | +63.6% | +61.9% |
| 1Y | +72.5% | -0.3% | +72.7% | +70.9% |
| 3Y | -16.9% | -8.7% | -8.2% | -17.6% |
| 5Y | -10.6% | -40.2% | +29.5% | -6.6% |
| 10Y | +11.3% | +97.3% | -86.0% | -2.1% |
| All | +615.9% | +2,207.9% | -1,592.0% | +367.1% |
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