+171.0%
W vs SBAC
-6.5%
+177.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | +0.2% | +0.6% | -0.5% | 0.0% |
| 30D | +6.8% | +5.5% | +1.3% | +5.7% |
| 3M | +10.7% | +3.1% | +7.6% | +9.9% |
| 6M | +86.3% | -7.0% | +93.4% | +87.5% |
| YTD | +11.5% | +0.5% | +11.0% | +10.3% |
| 1Y | +5.1% | +0.2% | +4.9% | +4.0% |
| 3Y | +171.0% | -7.4% | +178.3% | +173.2% |
| All | +171.0% | -6.5% | +177.5% | +173.2% |
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