+210.8%
T vs SBAC
+2,207.9%
-1,997.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | +1.0% | +1.2% | -0.2% | +0.9% |
| 30D | -10.6% | +11.2% | -21.8% | -11.7% |
| 3M | -7.7% | +4.5% | -12.2% | -8.3% |
| 6M | -13.3% | -12.2% | -1.1% | -12.4% |
| YTD | -8.8% | -0.1% | -8.6% | -9.3% |
| 1Y | -8.4% | -0.3% | -8.1% | -8.9% |
| 3Y | +59.6% | -8.7% | +68.4% | +59.6% |
| 5Y | +52.1% | -40.2% | +92.2% | +57.6% |
| 10Y | +56.9% | +97.3% | -40.5% | +45.2% |
| All | +210.8% | +2,207.9% | -1,997.1% | +96.9% |
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 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