+74.7%
TSLA vs SBAC
-6.8%
+81.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +2.9% |
| 7D | +1.5% | -2.8% | +4.3% | +1.2% |
| 30D | +3.4% | +3.1% | +0.3% | +3.8% |
| 3M | +17.4% | +5.1% | +12.3% | +17.9% |
| 6M | -12.2% | -11.4% | -0.8% | -12.7% |
| YTD | -13.1% | +0.2% | -13.3% | -12.4% |
| 1Y | -11.1% | -3.9% | -7.2% | -10.3% |
| All | +74.7% | -6.8% | +81.5% | +76.0% |
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