+151.8%
TER vs SBAC
-10.4%
+162.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +2.3% |
| 7D | -20.5% | +1.2% | -21.7% | -20.2% |
| 30D | -47.0% | +11.2% | -58.2% | -46.1% |
| 3M | -43.3% | +4.5% | -47.7% | -42.7% |
| 6M | -42.9% | -12.2% | -30.7% | -42.5% |
| YTD | +12.9% | -0.1% | +13.0% | +14.9% |
| 1Y | +18.2% | -0.3% | +18.4% | +20.3% |
| 3Y | +151.8% | -8.7% | +160.5% | +154.2% |
| All | +151.8% | -10.4% | +162.2% | +154.2% |
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