+19.3%
TPR vs SBAC
+2.4%
+16.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.8% | -2.3% | +3.4% |
| 7D | +12.6% | +5.8% | +6.8% | +12.4% |
| 30D | +7.1% | +20.8% | -13.7% | +6.8% |
| 3M | -19.4% | +4.8% | -24.1% | -19.3% |
| 6M | -9.7% | -9.1% | -0.6% | -9.2% |
| YTD | -1.0% | +3.1% | -4.1% | +2.8% |
| 1Y | +19.3% | +2.2% | +17.1% | +23.9% |
| All | +19.3% | +2.4% | +16.9% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling