+22,131.9%
TSLA vs SBAC
+503.0%
+21,628.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.5% |
| 7D | +1.5% | -0.8% | +2.3% | +1.9% |
| 30D | +10.1% | +6.9% | +3.2% | +7.5% |
| 3M | -15.4% | -8.2% | -7.2% | -13.3% |
| 6M | -12.8% | -1.6% | -11.1% | -14.7% |
| YTD | -21.3% | -0.1% | -21.2% | -23.9% |
| 1Y | +4.6% | -0.5% | +5.1% | +0.9% |
| 3Y | +44.5% | -9.1% | +53.6% | +38.8% |
| 5Y | +44.8% | -43.8% | +88.6% | +72.0% |
| 10Y | +2,585.4% | +80.5% | +2,504.9% | +1,570.2% |
| All | +22,131.9% | +503.0% | +21,628.9% | +5,905.1% |
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