+447.8%
SN vs SBAC
-7.0%
+454.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.7% |
| 7D | +1.5% | +0.6% | +0.9% | +1.5% |
| 30D | +21.5% | +5.5% | +16.0% | +20.9% |
| 3M | +20.0% | +3.1% | +17.0% | +19.7% |
| 6M | +119.9% | -7.0% | +126.9% | +121.1% |
| YTD | +102.3% | +0.5% | +101.8% | +102.9% |
| 1Y | +148.0% | +0.2% | +147.8% | +148.7% |
| 3Y | +450.0% | -7.4% | +457.4% | +455.5% |
| All | +447.8% | -7.0% | +454.8% | +448.9% |
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