+355.7%
SU vs SBAC
-45.4%
+401.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.2% |
| 7D | +1.7% | -5.3% | +6.9% | +2.3% |
| 30D | +9.6% | +0.4% | +9.2% | +9.5% |
| 3M | +11.7% | -11.9% | +23.6% | +13.2% |
| 6M | +21.9% | -4.5% | +26.4% | +21.9% |
| YTD | +58.6% | -4.3% | +63.0% | +58.4% |
| 1Y | +66.5% | -3.9% | +70.4% | +66.1% |
| 3Y | +121.4% | -11.0% | +132.4% | +119.5% |
| 5Y | +355.7% | -44.1% | +399.8% | +389.9% |
| All | +355.7% | -45.4% | +401.1% | +389.9% |
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