+43.2%
TER vs SBAC
+2.4%
+40.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.8% | -12.7% | -5.4% |
| 7D | -19.9% | +5.8% | -25.7% | -18.6% |
| 30D | -43.5% | +20.8% | -64.3% | -41.1% |
| 3M | -37.8% | +4.8% | -42.5% | -36.6% |
| 6M | -25.6% | -9.1% | -16.4% | -23.4% |
| YTD | +29.8% | +3.1% | +26.8% | +37.0% |
| 1Y | +43.2% | +2.2% | +41.0% | +51.7% |
| All | +43.2% | +2.4% | +40.8% | +51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling