+112.6%
SPOT vs SBAC
-44.9%
+157.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.8% |
| 7D | -6.5% | +0.2% | -6.7% | -6.5% |
| 30D | +2.2% | +3.9% | -1.7% | +1.2% |
| 3M | +5.4% | -8.2% | +13.6% | +7.5% |
| 6M | -4.0% | -2.8% | -1.2% | -4.5% |
| YTD | -9.9% | -1.5% | -8.4% | -11.0% |
| 1Y | -27.3% | 0.0% | -27.3% | -28.6% |
| 3Y | +236.4% | -8.4% | +244.8% | +226.2% |
| 5Y | +112.6% | -43.5% | +156.1% | +153.5% |
| All | +112.6% | -44.9% | +157.5% | +153.5% |
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