-53.7%
SMR vs SBAC
-35.0%
-18.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.4% |
| 7D | -8.3% | +0.6% | -8.9% | -8.3% |
| 30D | -20.1% | +5.5% | -25.5% | -20.5% |
| 3M | -52.7% | +3.1% | -55.8% | -52.9% |
| 6M | -61.0% | -7.0% | -54.0% | -60.9% |
| YTD | -67.1% | +0.5% | -67.6% | -67.4% |
| 1Y | -79.9% | +0.2% | -80.1% | -80.0% |
| 3Y | +101.7% | -7.4% | +109.1% | +100.7% |
| All | -53.7% | -35.0% | -18.6% | -51.2% |
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 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