-73.1%
SMR vs SBAC
-3.2%
-69.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.7% |
| 7D | +4.4% | -0.8% | +5.2% | +4.3% |
| 30D | +3.4% | +6.9% | -3.5% | +4.7% |
| 3M | -19.2% | -8.2% | -10.9% | -19.6% |
| 6M | -22.6% | -1.6% | -21.0% | -23.6% |
| YTD | -31.5% | -0.1% | -31.4% | -30.3% |
| 1Y | -73.1% | -0.5% | -72.6% | -72.1% |
| All | -73.1% | -3.2% | -69.9% | -72.1% |
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 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