+59.8%
SO vs SBAC
-43.7%
+103.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.4% |
| 7D | -0.2% | -0.8% | +0.6% | +0.1% |
| 30D | -4.6% | +6.9% | -11.5% | -6.5% |
| 3M | -3.0% | -8.2% | +5.2% | -0.8% |
| 6M | -8.3% | -1.6% | -6.6% | -8.8% |
| YTD | +3.5% | -0.1% | +3.6% | +2.1% |
| 1Y | -0.9% | -0.5% | -0.5% | -2.3% |
| 3Y | +45.4% | -9.1% | +54.4% | +45.9% |
| All | +59.8% | -43.7% | +103.5% | +86.5% |
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