+264.8%
T vs SBAC
+2,208.1%
-1,943.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.9% | -1.8% |
| 7D | -1.3% | -0.8% | -0.5% | -1.2% |
| 30D | +11.4% | +6.9% | +4.4% | +10.6% |
| 3M | +14.3% | -8.2% | +22.5% | +15.2% |
| 6M | -9.3% | -1.6% | -7.6% | -9.5% |
| YTD | +7.1% | -0.1% | +7.2% | +6.7% |
| 1Y | -9.1% | -0.5% | -8.6% | -9.5% |
| 3Y | +105.3% | -9.1% | +114.4% | +105.5% |
| 5Y | +66.8% | -43.8% | +110.6% | +74.1% |
| 10Y | +66.8% | +80.5% | -13.7% | +55.8% |
| All | +264.8% | +2,208.1% | -1,943.3% | +131.5% |
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