-39.0%
U vs SBAC
-32.9%
-6.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.4% |
| 7D | -3.8% | -0.8% | -3.0% | -3.4% |
| 30D | +17.5% | +6.9% | +10.5% | +13.3% |
| 3M | +38.7% | -8.2% | +47.0% | +44.4% |
| 6M | +104.4% | -1.6% | +106.1% | +100.5% |
| YTD | -5.7% | -0.1% | -5.6% | -9.5% |
| 1Y | +3.7% | -0.5% | +4.1% | -0.8% |
| 3Y | +12.3% | -9.1% | +21.4% | +6.6% |
| 5Y | -68.8% | -43.8% | -25.0% | -54.4% |
| All | -39.0% | -32.9% | -6.1% | -21.6% |
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 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