+607.6%
TEAM vs SBAC
+95.9%
+511.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.6% | -4.3% |
| 7D | -22.2% | +3.6% | -25.9% | -23.3% |
| 30D | -28.1% | +4.9% | -33.0% | -29.6% |
| 3M | -2.2% | +6.5% | -8.6% | -5.0% |
| 6M | +62.2% | -11.1% | +73.3% | +68.7% |
| YTD | -8.4% | +0.9% | -9.3% | -11.8% |
| 1Y | -6.6% | -1.6% | -5.1% | -9.2% |
| 3Y | -15.7% | -7.0% | -8.7% | -19.8% |
| 5Y | -65.7% | -39.2% | -26.5% | -59.0% |
| 10Y | +441.0% | +111.4% | +329.6% | +273.7% |
| All | +607.6% | +95.9% | +511.7% | +374.4% |
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