+213.5%
TER vs SBAC
-0.2%
+213.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.1% |
| 7D | +11.0% | -0.1% | +11.0% | +11.0% |
| 30D | -1.9% | +3.2% | -5.1% | -1.1% |
| 3M | -0.7% | -5.1% | +4.4% | -0.2% |
| 6M | +36.4% | -2.1% | +38.5% | +37.5% |
| YTD | +92.4% | -0.5% | +93.0% | +95.7% |
| 1Y | +213.5% | +1.1% | +212.4% | +239.6% |
| All | +213.5% | -0.2% | +213.7% | +239.6% |
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 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