+249.9%
SNY vs SBAC
+13,811.0%
-13,561.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.1% |
| 7D | -3.6% | -5.3% | +1.6% | -2.9% |
| 30D | -1.9% | +0.4% | -2.3% | -2.0% |
| 3M | -2.0% | -11.9% | +9.9% | -0.4% |
| 6M | +2.5% | -4.5% | +7.0% | +2.7% |
| YTD | -7.0% | -4.3% | -2.6% | -7.0% |
| 1Y | -4.4% | -3.9% | -0.5% | -4.5% |
| 3Y | -8.4% | -11.0% | +2.6% | -8.2% |
| 5Y | +9.5% | -44.1% | +53.6% | +15.8% |
| 10Y | +64.3% | +81.6% | -17.3% | +47.5% |
| All | +249.9% | +13,811.0% | -13,561.1% | +121.2% |
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