-79.9%
SMR vs SBAC
-3.5%
-76.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.1% |
| 7D | +1.9% | -2.8% | +4.7% | +1.7% |
| 30D | -21.9% | +3.1% | -25.1% | -21.6% |
| 3M | -47.1% | +5.1% | -52.3% | -46.9% |
| 6M | -60.6% | -11.4% | -49.2% | -60.5% |
| YTD | -63.1% | +0.2% | -63.3% | -60.9% |
| All | -79.9% | -3.5% | -76.3% | -76.2% |
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