+125.4%
SU vs SBAC
-11.3%
+136.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | 0.0% |
| 7D | +1.7% | -5.3% | +6.9% | +1.8% |
| 30D | +9.6% | +0.4% | +9.2% | +9.6% |
| 3M | +11.7% | -11.9% | +23.6% | +12.1% |
| 6M | +21.9% | -4.5% | +26.4% | +21.8% |
| YTD | +58.6% | -4.3% | +63.0% | +58.3% |
| 1Y | +66.5% | -3.9% | +70.4% | +66.2% |
| All | +125.4% | -11.3% | +136.7% | +125.2% |
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 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