-51.5%
URA vs SBAC
+439.3%
-490.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.9% | +6.3% | +5.0% |
| 7D | -4.1% | +1.2% | -5.3% | -4.6% |
| 30D | -19.0% | +11.2% | -30.2% | -21.9% |
| 3M | -25.1% | +4.5% | -29.6% | -26.4% |
| 6M | -44.5% | -12.2% | -32.3% | -42.9% |
| YTD | -24.3% | -0.1% | -24.2% | -26.2% |
| 1Y | -28.1% | -0.3% | -27.9% | -29.9% |
| 3Y | +40.7% | -8.7% | +49.4% | +36.4% |
| 5Y | +35.5% | -40.2% | +75.6% | +53.6% |
| 10Y | +281.2% | +97.3% | +183.8% | +127.3% |
| All | -51.5% | +439.3% | -490.9% | -88.6% |
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