+239.1%
TPR vs SBAC
-43.9%
+283.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.6% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | -27.3% | +3.2% | -30.5% | -27.9% |
| 3M | -16.2% | -5.1% | -11.2% | -15.5% |
| 6M | -17.9% | -2.1% | -15.8% | -18.0% |
| YTD | -7.1% | -0.5% | -6.6% | -7.9% |
| 1Y | +13.6% | +1.1% | +12.5% | +12.0% |
| 3Y | +293.7% | -7.4% | +301.2% | +288.0% |
| 5Y | +239.1% | -44.3% | +283.4% | +261.1% |
| All | +239.1% | -43.9% | +283.0% | +261.1% |
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