+789.7%
SPY vs SBAC
+2,207.9%
-1,418.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.5% |
| 7D | -2.7% | +1.2% | -3.9% | -2.9% |
| 30D | -5.4% | +11.2% | -16.6% | -6.7% |
| 3M | -4.1% | +4.5% | -8.5% | -4.7% |
| 6M | +0.7% | -12.2% | +12.9% | +1.9% |
| YTD | +8.7% | -0.1% | +8.8% | +7.8% |
| 1Y | +10.9% | -0.3% | +11.1% | +10.0% |
| 3Y | +75.0% | -8.7% | +83.7% | +74.0% |
| 5Y | +67.8% | -40.2% | +107.9% | +74.9% |
| 10Y | +312.9% | +97.3% | +215.5% | +274.0% |
| All | +789.7% | +2,207.9% | -1,418.2% | +497.0% |
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 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