+70.0%
UBER vs SBAC
+1.3%
+68.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +1.2% | -2.8% | +3.9% | +1.9% |
| 30D | -1.1% | +3.1% | -4.3% | -2.0% |
| 3M | -10.0% | +5.1% | -15.2% | -11.4% |
| 6M | -7.2% | -11.4% | +4.2% | -4.7% |
| YTD | -13.5% | +0.2% | -13.7% | -15.1% |
| 1Y | -24.5% | -3.9% | -20.6% | -24.9% |
| 3Y | +37.0% | -7.7% | +44.7% | +34.1% |
| 5Y | +63.3% | -39.7% | +103.0% | +84.3% |
| All | +70.0% | +1.3% | +68.8% | +57.4% |
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