+262.0%
TER vs SBAC
-7.2%
+269.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +5.4% |
| 7D | +0.6% | -0.8% | +1.4% | +0.6% |
| 30D | -8.3% | +6.9% | -15.2% | -7.6% |
| 3M | -12.2% | -8.2% | -4.0% | -12.0% |
| 6M | +17.1% | -1.6% | +18.7% | +18.2% |
| YTD | +84.7% | -0.1% | +84.8% | +86.8% |
| 1Y | +199.9% | -0.5% | +200.4% | +203.5% |
| All | +262.0% | -7.2% | +269.2% | +272.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling