+234.9%
TPR vs SBAC
-39.6%
+274.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | +15.1% | +5.5% | +9.6% | +13.7% |
| 3M | +3.5% | +3.1% | +0.4% | +2.7% |
| 6M | +0.4% | -7.0% | +7.5% | +1.6% |
| YTD | +4.6% | +0.5% | +4.1% | +3.3% |
| 1Y | +33.1% | +0.2% | +32.9% | +31.5% |
| 3Y | +396.0% | -7.4% | +403.3% | +388.8% |
| All | +234.9% | -39.6% | +274.5% | +263.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling