+1,720.3%
SO vs SBAC
+2,207.9%
-487.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.9% |
| 7D | -1.5% | +1.2% | -2.7% | -1.6% |
| 30D | +8.1% | +11.2% | -3.1% | +7.2% |
| 3M | +0.2% | +4.5% | -4.2% | -0.2% |
| 6M | +0.4% | -12.2% | +12.5% | +1.2% |
| YTD | +8.5% | -0.1% | +8.6% | +8.1% |
| 1Y | +4.9% | -0.3% | +5.2% | +4.6% |
| 3Y | +47.9% | -8.7% | +56.6% | +48.1% |
| 5Y | +75.7% | -40.2% | +115.8% | +80.3% |
| 10Y | +178.0% | +97.3% | +80.7% | +169.8% |
| All | +1,720.3% | +2,207.9% | -487.6% | +1,397.6% |
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