+7.5%
SMR vs SBAC
-36.4%
+43.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.2% |
| 7D | +13.1% | +0.2% | +12.9% | +13.1% |
| 30D | +17.8% | +3.9% | +13.9% | +17.4% |
| 3M | +8.1% | -8.2% | +16.3% | +9.0% |
| 6M | -11.1% | -2.8% | -8.3% | -11.3% |
| YTD | -23.7% | -1.5% | -22.2% | -24.2% |
| 1Y | -69.4% | 0.0% | -69.4% | -69.7% |
| 3Y | +82.6% | -8.4% | +91.0% | +81.9% |
| All | +7.5% | -36.4% | +43.8% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling