+142.2%
SN vs SBAC
-0.1%
+142.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.5% | +2.9% |
| 7D | +7.6% | +3.0% | +4.7% | +7.4% |
| 30D | +24.1% | +4.3% | +19.8% | +23.6% |
| 3M | +23.7% | +4.1% | +19.6% | +23.4% |
| 6M | +105.5% | -11.6% | +117.1% | +108.5% |
| YTD | +105.1% | +0.4% | +104.7% | +112.1% |
| All | +142.2% | -0.1% | +142.3% | +149.1% |
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