-10.3%
TSCO vs SBAC
-45.4%
+35.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.7% |
| 7D | -3.1% | -5.3% | +2.2% | -1.8% |
| 30D | -4.4% | +0.4% | -4.7% | -4.5% |
| 3M | +9.7% | -11.9% | +21.6% | +12.9% |
| 6M | -32.4% | -4.5% | -27.9% | -31.9% |
| YTD | -31.7% | -4.3% | -27.3% | -31.3% |
| 1Y | -41.3% | -3.9% | -37.4% | -41.1% |
| 3Y | -18.3% | -11.0% | -7.3% | -17.3% |
| 5Y | -10.3% | -44.1% | +33.8% | +5.1% |
| All | -10.3% | -45.4% | +35.1% | +5.1% |
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