-53.2%
TE vs SBAC
-13.9%
-39.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | -4.0% | -0.8% | -3.2% | -3.8% |
| 30D | -15.9% | +6.9% | -22.8% | -16.6% |
| 3M | -60.5% | -8.2% | -52.3% | -60.1% |
| 6M | -35.2% | -1.6% | -33.6% | -35.8% |
| YTD | -31.1% | -0.1% | -31.0% | -32.4% |
| 1Y | +148.6% | -0.5% | +149.1% | +144.1% |
| 3Y | -26.4% | -9.1% | -17.3% | -27.3% |
| 5Y | -48.0% | -43.8% | -4.2% | -43.7% |
| All | -53.2% | -13.9% | -39.3% | -48.9% |
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