+319.5%
SN vs SBAC
-7.6%
+327.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -0.9% |
| 7D | -9.3% | -0.8% | -8.5% | -9.3% |
| 30D | -4.8% | +6.9% | -11.7% | -5.4% |
| 3M | +40.4% | -8.2% | +48.7% | +41.4% |
| 6M | +50.9% | -1.6% | +52.6% | +51.7% |
| YTD | +54.9% | -0.1% | +55.1% | +55.5% |
| 1Y | +43.0% | -0.5% | +43.5% | +43.5% |
| 3Y | +391.8% | -9.1% | +400.9% | +395.7% |
| All | +319.5% | -7.6% | +327.1% | +320.7% |
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