+275.3%
TMUS vs SBAC
+596.2%
-321.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.7% |
| 7D | +3.6% | +1.2% | +2.3% | +2.9% |
| 30D | -3.4% | +11.2% | -14.5% | -8.6% |
| 3M | -9.5% | +4.5% | -13.9% | -12.2% |
| 6M | -15.2% | -12.2% | -3.0% | -11.6% |
| YTD | -18.9% | -0.1% | -18.8% | -21.8% |
| 1Y | -17.7% | -0.3% | -17.4% | -20.6% |
| 3Y | +15.6% | -8.7% | +24.4% | +12.4% |
| 5Y | +38.9% | -40.2% | +79.1% | +59.3% |
| 10Y | +245.3% | +97.3% | +147.9% | +93.0% |
| All | +275.3% | +596.2% | -321.0% | -1.5% |
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