+819.4%
SPY vs SBAC
+2,215.3%
-1,395.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.4% |
| 7D | -0.9% | -2.8% | +1.9% | -0.6% |
| 30D | -2.4% | +3.1% | -5.5% | -2.8% |
| 3M | -1.2% | +5.1% | -6.3% | -1.9% |
| 6M | +3.3% | -11.4% | +14.7% | +4.4% |
| YTD | +12.3% | +0.2% | +12.1% | +11.3% |
| 1Y | +12.4% | -3.9% | +16.4% | +12.1% |
| 3Y | +78.8% | -7.7% | +86.5% | +77.6% |
| 5Y | +75.2% | -39.7% | +114.9% | +82.4% |
| 10Y | +311.1% | +111.9% | +199.2% | +269.6% |
| All | +819.4% | +2,215.3% | -1,395.9% | +516.7% |
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