-91.9%
UUUU vs SBAC
+663.7%
-755.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +2.8% | -0.1% | +2.9% | +2.8% |
| 30D | +3.4% | +3.2% | +0.2% | +1.9% |
| 3M | -3.9% | -5.1% | +1.2% | -2.7% |
| 6M | -23.2% | -2.1% | -21.1% | -24.9% |
| YTD | +0.6% | -0.5% | +1.1% | -3.5% |
| 1Y | +22.9% | +1.1% | +21.7% | +16.5% |
| 3Y | +98.6% | -7.4% | +106.1% | +85.3% |
| 5Y | +130.2% | -44.3% | +174.6% | +176.9% |
| 10Y | +519.5% | +77.6% | +441.9% | +303.0% |
| All | -91.9% | +663.7% | -755.7% | -97.6% |
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