+82.3%
SPYM vs SBAC
-44.9%
+127.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | -0.4% | +0.2% | -0.5% | -0.4% |
| 30D | -1.4% | +3.9% | -5.2% | -2.0% |
| 3M | +3.7% | -8.2% | +11.9% | +5.1% |
| 6M | +13.0% | -2.8% | +15.8% | +12.8% |
| YTD | +12.5% | -1.5% | +14.0% | +11.7% |
| 1Y | +18.6% | 0.0% | +18.6% | +17.2% |
| 3Y | +78.0% | -8.4% | +86.4% | +75.2% |
| 5Y | +82.3% | -43.5% | +125.8% | +109.0% |
| All | +82.3% | -44.9% | +127.3% | +109.0% |
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 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