-5.1%
SPOT vs SBAC
-2.9%
-2.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.1% |
| 7D | +1.6% | +0.6% | +1.0% | +1.5% |
| 30D | +16.9% | +5.5% | +11.4% | +15.9% |
| 3M | +23.0% | +3.1% | +19.9% | +22.1% |
| 6M | +42.2% | -7.0% | +49.2% | +42.2% |
| YTD | +5.5% | +0.5% | +5.0% | +1.0% |
| 1Y | -5.1% | +0.2% | -5.3% | -9.0% |
| All | -5.1% | -2.9% | -2.1% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling