+29.5%
TPR vs SBAC
+0.4%
+29.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | +12.1% | +3.6% | +8.4% | +12.0% |
| 30D | +16.7% | +4.9% | +11.8% | +16.6% |
| 3M | -17.4% | +6.5% | -23.8% | -17.4% |
| 6M | +2.3% | -11.1% | +13.4% | +2.8% |
| YTD | +7.1% | +0.9% | +6.2% | +10.8% |
| 1Y | +29.5% | -1.6% | +31.0% | +34.2% |
| All | +29.5% | +0.4% | +29.1% | +34.2% |
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