+191.2%
TER vs SBAC
-6.5%
+197.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.2% |
| 7D | +14.4% | +0.6% | +13.7% | +14.5% |
| 30D | -30.6% | +5.5% | -36.0% | -29.8% |
| 3M | -39.2% | +3.1% | -42.3% | -38.6% |
| 6M | -31.3% | -7.0% | -24.3% | -30.7% |
| YTD | +29.1% | +0.5% | +28.6% | +31.5% |
| 1Y | +47.4% | +0.2% | +47.2% | +50.2% |
| 3Y | +191.2% | -7.4% | +198.6% | +201.5% |
| All | +191.2% | -6.5% | +197.8% | +201.5% |
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