-42.4%
TECH vs SBAC
-43.7%
+1.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +0.1% | -0.8% | +0.9% | +0.4% |
| 30D | +0.7% | +6.9% | -6.2% | -1.7% |
| 3M | +36.3% | -8.2% | +44.6% | +39.7% |
| 6M | +25.6% | -1.6% | +27.2% | +23.9% |
| YTD | +23.7% | -0.1% | +23.8% | +20.5% |
| 1Y | +37.6% | -0.5% | +38.1% | +33.9% |
| 3Y | -6.6% | -9.1% | +2.5% | -8.0% |
| All | -42.4% | -43.7% | +1.3% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling