+82.2%
UBER vs SBAC
+1.0%
+81.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -3.9% | -0.8% | -3.1% | -3.7% |
| 30D | +11.1% | +6.9% | +4.2% | +9.2% |
| 3M | +4.9% | -8.2% | +13.1% | +7.0% |
| 6M | -1.2% | -1.6% | +0.5% | -1.9% |
| YTD | -7.3% | -0.1% | -7.2% | -8.7% |
| 1Y | -17.6% | -0.5% | -17.2% | -19.0% |
| 3Y | +61.1% | -9.1% | +70.1% | +58.5% |
| 5Y | +87.9% | -43.8% | +131.7% | +116.7% |
| All | +82.2% | +1.0% | +81.3% | +69.2% |
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