+28.5%
USFR vs SBAC
+123.4%
-95.0%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | +0.1% | -3.4% | +3.4% | +0.1% |
| 30D | +0.4% | +2.6% | -2.2% | +0.4% |
| 3M | +1.0% | +2.6% | -1.6% | +1.0% |
| 6M | +2.0% | -11.5% | +13.6% | +2.0% |
| YTD | +3.4% | -1.6% | +5.1% | +3.4% |
| 1Y | +4.1% | -5.1% | +9.2% | +4.1% |
| 3Y | +14.4% | -9.3% | +23.7% | +14.4% |
| 5Y | +21.4% | -41.0% | +62.4% | +21.4% |
| 10Y | +28.5% | +108.0% | -79.5% | +28.2% |
| All | +28.5% | +123.4% | -95.0% | +28.4% |
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