+105.9%
T vs SBAC
-7.2%
+113.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.9% | -1.7% |
| 7D | -1.3% | -0.8% | -0.5% | -1.1% |
| 30D | +11.4% | +6.9% | +4.4% | +9.8% |
| 3M | +14.3% | -8.2% | +22.5% | +16.2% |
| 6M | -9.3% | -1.6% | -7.6% | -9.0% |
| YTD | +7.1% | -0.1% | +7.2% | +6.8% |
| 1Y | -9.1% | -0.5% | -8.6% | -9.3% |
| All | +105.9% | -7.2% | +113.1% | +118.2% |
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