+299.4%
TPR vs SBAC
-8.8%
+308.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -2.3% | -0.8% | -1.5% | -2.2% |
| 30D | -23.0% | +6.9% | -29.9% | -23.7% |
| 3M | -12.5% | -8.2% | -4.2% | -11.5% |
| 6M | -21.4% | -1.6% | -19.8% | -21.0% |
| YTD | -3.5% | -0.1% | -3.4% | -3.4% |
| 1Y | +17.4% | -0.5% | +17.8% | +17.5% |
| All | +299.4% | -8.8% | +308.3% | +301.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling