+439.5%
SN vs SBAC
-7.6%
+447.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +2.8% |
| 7D | +7.2% | +1.2% | +6.0% | +7.1% |
| 30D | +20.4% | +11.2% | +9.2% | +19.3% |
| 3M | +23.9% | +4.5% | +19.5% | +23.4% |
| 6M | +93.0% | -12.2% | +105.2% | +95.2% |
| YTD | +99.2% | -0.1% | +99.4% | +99.9% |
| 1Y | +142.6% | -0.3% | +142.9% | +143.4% |
| 3Y | +398.8% | -8.7% | +407.5% | +404.4% |
| All | +439.5% | -7.6% | +447.1% | +440.8% |
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