+2,344.3%
SU vs SBAC
+2,199.0%
+145.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | +13.7% | +3.2% | +10.4% | +13.2% |
| 3M | +8.0% | -5.1% | +13.1% | +8.6% |
| 6M | +21.0% | -2.1% | +23.1% | +20.6% |
| YTD | +56.2% | -0.5% | +56.8% | +55.2% |
| 1Y | +72.2% | +1.1% | +71.1% | +70.7% |
| 3Y | +118.1% | -7.4% | +125.5% | +116.4% |
| 5Y | +350.3% | -44.3% | +394.7% | +373.5% |
| 10Y | +248.5% | +77.6% | +170.9% | +210.8% |
| All | +2,344.3% | +2,199.0% | +145.3% | +1,431.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling