-70.0%
U vs SBAC
-40.7%
-29.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.4% |
| 7D | +32.3% | +3.0% | +29.3% | +30.1% |
| 30D | +9.7% | +4.3% | +5.4% | +6.8% |
| 3M | +19.6% | +4.1% | +15.5% | +16.2% |
| 6M | +82.6% | -11.6% | +94.3% | +92.2% |
| YTD | +16.4% | +0.4% | +16.1% | +10.8% |
| 1Y | +28.5% | -1.1% | +29.6% | +23.4% |
| 3Y | +103.8% | -7.3% | +111.0% | +88.9% |
| 5Y | -70.0% | -40.8% | -29.3% | -56.0% |
| All | -70.0% | -40.7% | -29.3% | -56.0% |
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 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