+301.7%
SPOT vs SBAC
+21.2%
+280.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.3% |
| 7D | -2.6% | -3.4% | +0.8% | -1.7% |
| 30D | +13.5% | +2.6% | +10.9% | +12.8% |
| 3M | +22.2% | +2.6% | +19.6% | +21.3% |
| 6M | +38.3% | -11.5% | +49.8% | +41.9% |
| YTD | +3.1% | -1.6% | +4.7% | +1.8% |
| 1Y | -7.6% | -5.1% | -2.5% | -7.9% |
| 3Y | +250.0% | -9.3% | +259.4% | +244.0% |
| 5Y | +113.3% | -41.0% | +154.3% | +140.1% |
| All | +301.7% | +21.2% | +280.5% | +273.9% |
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