-0.2%
W vs SBAC
-4.7%
+4.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.5% |
| 7D | -1.7% | -2.7% | +1.1% | -1.5% |
| 30D | +3.2% | +3.3% | -0.1% | +3.2% |
| 3M | +8.3% | +3.3% | +5.0% | +8.0% |
| 6M | +84.3% | -10.9% | +95.2% | +79.4% |
| YTD | +11.0% | -1.0% | +12.0% | +13.6% |
| 1Y | -0.2% | -4.5% | +4.3% | +4.5% |
| All | -0.2% | -4.7% | +4.4% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling