-70.2%
SMR vs SBAC
-2.7%
-67.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.8% | -2.7% | -6.0% |
| 7D | +4.7% | -5.3% | +10.0% | +3.8% |
| 30D | +3.2% | +0.4% | +2.8% | +3.3% |
| 3M | +9.9% | -11.9% | +21.8% | +8.5% |
| 6M | -15.1% | -4.5% | -10.7% | -16.6% |
| YTD | -27.9% | -4.3% | -23.6% | -26.9% |
| 1Y | -70.2% | -3.9% | -66.4% | -69.2% |
| All | -70.2% | -2.7% | -67.6% | -69.2% |
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