+2,926.4%
V vs SBAC
+615.1%
+2,311.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | -1.7% | -0.8% | -0.9% | -1.4% |
| 30D | +2.0% | +6.9% | -5.0% | -0.7% |
| 3M | +17.4% | -8.2% | +25.6% | +20.7% |
| 6M | +17.5% | -1.6% | +19.1% | +16.0% |
| YTD | +7.6% | -0.1% | +7.7% | +5.1% |
| 1Y | +7.7% | -0.5% | +8.2% | +5.1% |
| 3Y | +54.7% | -9.1% | +63.7% | +51.3% |
| 5Y | +73.0% | -43.8% | +116.8% | +101.8% |
| 10Y | +390.9% | +80.5% | +310.3% | +232.5% |
| All | +2,926.4% | +615.1% | +2,311.3% | +923.1% |
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 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