+27.4%
USFR vs SBAC
+126.9%
-99.4%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +0.1% | -0.8% | +0.9% | +0.1% |
| 30D | +0.3% | +6.9% | -6.6% | +0.3% |
| 3M | +1.0% | -8.2% | +9.2% | +1.0% |
| 6M | +1.9% | -1.6% | +3.6% | +1.9% |
| YTD | +2.6% | -0.1% | +2.7% | +2.6% |
| 1Y | +4.0% | -0.5% | +4.5% | +4.0% |
| 3Y | +14.1% | -9.1% | +23.2% | +14.1% |
| 5Y | +20.4% | -43.8% | +64.2% | +20.4% |
| 10Y | +28.0% | +80.5% | -52.5% | +27.8% |
| All | +27.4% | +126.9% | -99.4% | +27.4% |
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