+67.2%
SU vs SBAC
-2.5%
+69.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | -0.2% |
| 7D | +2.2% | -2.1% | +4.3% | +2.3% |
| 30D | +8.4% | +2.0% | +6.4% | +8.3% |
| 3M | +12.1% | -8.3% | +20.4% | +12.3% |
| 6M | +19.7% | +0.3% | +19.4% | +19.3% |
| YTD | +58.4% | -2.2% | +60.6% | +58.0% |
| 1Y | +67.2% | -4.6% | +71.9% | +69.2% |
| All | +67.2% | -2.5% | +69.7% | +69.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling