+77.6%
V vs SBAC
-10.4%
+88.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.3% |
| 7D | +2.2% | +1.2% | +1.0% | +2.0% |
| 30D | +13.6% | +11.2% | +2.4% | +12.0% |
| 3M | +14.3% | +4.5% | +9.8% | +13.5% |
| 6M | +33.1% | -12.2% | +45.3% | +34.5% |
| YTD | +21.2% | -0.1% | +21.4% | +20.5% |
| 1Y | +26.4% | -0.3% | +26.7% | +25.7% |
| 3Y | +77.6% | -8.7% | +86.3% | +79.1% |
| All | +77.6% | -10.4% | +88.0% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling