+12,582.6%
TSCO vs SBAC
+2,199.0%
+10,383.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +1.7% | -0.1% | +1.7% | +1.7% |
| 30D | +2.8% | +3.2% | -0.4% | +2.4% |
| 3M | +17.9% | -5.1% | +22.9% | +18.4% |
| 6M | -28.6% | -2.1% | -26.5% | -28.7% |
| YTD | -28.0% | -0.5% | -27.5% | -28.3% |
| 1Y | -39.9% | +1.1% | -41.0% | -40.2% |
| 3Y | -14.0% | -7.4% | -6.6% | -14.1% |
| 5Y | -2.9% | -44.3% | +41.4% | +1.9% |
| 10Y | +199.5% | +77.6% | +121.9% | +177.6% |
| All | +12,582.6% | +2,199.0% | +10,383.6% | +9,436.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling