+584.9%
TER vs SBAC
+2,207.9%
-1,623.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +3.0% |
| 7D | -20.5% | +1.2% | -21.7% | -20.8% |
| 30D | -47.0% | +11.2% | -58.2% | -48.4% |
| 3M | -43.3% | +4.5% | -47.7% | -44.1% |
| 6M | -42.9% | -12.2% | -30.7% | -42.2% |
| YTD | +12.9% | -0.1% | +13.0% | +10.3% |
| 1Y | +18.2% | -0.3% | +18.4% | +15.4% |
| 3Y | +151.8% | -8.7% | +160.5% | +145.8% |
| 5Y | +54.2% | -40.2% | +94.4% | +64.9% |
| 10Y | +908.2% | +97.3% | +810.9% | +723.2% |
| All | +584.9% | +2,207.9% | -1,623.0% | +163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling