+320.5%
TMUS vs SBAC
+596.3%
-275.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.0% |
| 7D | +0.1% | -0.8% | +0.9% | +0.4% |
| 30D | +5.3% | +6.9% | -1.7% | +2.1% |
| 3M | +3.1% | -8.2% | +11.4% | +6.8% |
| 6M | -16.5% | -1.6% | -14.8% | -17.7% |
| YTD | -9.2% | -0.1% | -9.0% | -11.4% |
| 1Y | -26.5% | -0.5% | -26.0% | -28.3% |
| 3Y | +39.0% | -9.1% | +48.1% | +36.3% |
| 5Y | +40.4% | -43.8% | +84.2% | +67.4% |
| 10Y | +303.7% | +80.5% | +223.2% | +139.6% |
| All | +320.5% | +596.3% | -275.9% | +11.5% |
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 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