+24,440.0%
TSLA vs SBAC
+504.9%
+23,935.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.2% |
| 7D | +1.5% | -2.8% | +4.3% | +2.5% |
| 30D | +3.4% | +3.1% | +0.3% | +1.9% |
| 3M | +17.4% | +5.1% | +12.3% | +14.7% |
| 6M | -12.2% | -11.4% | -0.8% | -9.6% |
| YTD | -13.1% | +0.2% | -13.3% | -16.5% |
| 1Y | -11.1% | -3.9% | -7.2% | -13.2% |
| 3Y | +82.1% | -7.7% | +89.7% | +73.0% |
| 5Y | +10.3% | -39.7% | +50.0% | +26.6% |
| 10Y | +3,009.1% | +111.9% | +2,897.2% | +1,658.4% |
| All | +24,440.0% | +504.9% | +23,935.1% | +6,483.4% |
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