+24.8%
SRE vs SBAC
-6.5%
+31.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | +1.8% | +0.6% | +1.1% | +1.6% |
| 30D | -3.0% | +5.5% | -8.5% | -4.1% |
| 3M | -7.3% | +3.1% | -10.3% | -8.0% |
| 6M | -11.9% | -7.0% | -4.9% | -10.9% |
| YTD | -7.9% | +0.5% | -8.4% | -8.7% |
| 1Y | -11.1% | +0.2% | -11.4% | -11.9% |
| 3Y | +24.8% | -7.4% | +32.2% | +25.3% |
| All | +24.8% | -6.5% | +31.3% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling