+48.2%
TSLA vs SBAC
-9.5%
+57.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.0% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | +12.0% | +3.2% | +8.8% | +12.2% |
| 3M | -10.0% | -5.1% | -4.9% | -10.1% |
| 6M | -7.2% | -2.1% | -5.1% | -6.7% |
| YTD | -18.1% | -0.5% | -17.6% | -17.7% |
| 1Y | +6.3% | +1.1% | +5.2% | +6.6% |
| 3Y | +48.2% | -7.4% | +55.6% | +50.6% |
| All | +48.2% | -9.5% | +57.7% | +50.6% |
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