+1,636.9%
SO vs SBAC
+2,208.1%
-571.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.7% |
| 7D | -0.2% | -0.8% | +0.6% | -0.1% |
| 30D | -4.6% | +6.9% | -11.5% | -5.0% |
| 3M | -3.0% | -8.2% | +5.2% | -2.5% |
| 6M | -8.3% | -1.6% | -6.6% | -8.4% |
| YTD | +3.5% | -0.1% | +3.6% | +3.2% |
| 1Y | -0.9% | -0.5% | -0.5% | -1.2% |
| 3Y | +45.4% | -9.1% | +54.4% | +45.6% |
| 5Y | +59.6% | -43.8% | +103.4% | +64.5% |
| 10Y | +156.6% | +80.5% | +76.1% | +150.1% |
| All | +1,636.9% | +2,208.1% | -571.3% | +1,329.9% |
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 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