+71.7%
TER vs SBAC
-39.6%
+111.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.6% |
| 7D | +14.4% | +0.6% | +13.7% | +14.3% |
| 30D | -30.6% | +5.5% | -36.0% | -31.1% |
| 3M | -39.2% | +3.1% | -42.3% | -39.5% |
| 6M | -31.3% | -7.0% | -24.3% | -30.7% |
| YTD | +29.1% | +0.5% | +28.6% | +27.6% |
| 1Y | +47.4% | +0.2% | +47.2% | +45.8% |
| 3Y | +191.2% | -7.4% | +198.6% | +183.2% |
| All | +71.7% | -39.6% | +111.3% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling