-18.4%
TSCO vs SBAC
-11.3%
-7.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.8% |
| 7D | -3.1% | -5.3% | +2.2% | -2.1% |
| 30D | -4.4% | +0.4% | -4.7% | -4.4% |
| 3M | +9.7% | -11.9% | +21.6% | +12.3% |
| 6M | -32.4% | -4.5% | -27.9% | -31.5% |
| YTD | -31.7% | -4.3% | -27.3% | -30.9% |
| 1Y | -41.3% | -3.9% | -37.4% | -40.7% |
| All | -18.4% | -11.3% | -7.1% | -14.8% |
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