+10.3%
TSLA vs SBAC
-39.8%
+50.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.1% |
| 7D | +1.5% | -2.8% | +4.3% | +2.0% |
| 30D | +3.4% | +3.1% | +0.3% | +2.6% |
| 3M | +17.4% | +5.1% | +12.3% | +16.0% |
| 6M | -12.2% | -11.4% | -0.8% | -10.4% |
| YTD | -13.1% | +0.2% | -13.3% | -14.8% |
| 1Y | -11.1% | -3.9% | -7.2% | -11.6% |
| 3Y | +82.1% | -7.7% | +89.7% | +75.8% |
| 5Y | +10.3% | -39.7% | +50.0% | +25.9% |
| All | +10.3% | -39.8% | +50.0% | +25.9% |
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