+11.4%
TENB vs SBAC
+29.1%
-17.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -5.0% | -0.1% | -4.9% | -5.0% |
| 30D | -7.4% | +3.2% | -10.6% | -8.5% |
| 3M | +22.3% | -5.1% | +27.3% | +24.1% |
| 6M | +60.2% | -2.1% | +62.3% | +57.9% |
| YTD | +43.2% | -0.5% | +43.7% | +39.3% |
| 1Y | +8.2% | +1.1% | +7.0% | +4.2% |
| 3Y | -23.8% | -7.4% | -16.4% | -27.7% |
| 5Y | -26.9% | -44.3% | +17.5% | -8.0% |
| All | +11.4% | +29.1% | -17.7% | -25.6% |
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