-63.2%
W vs SBAC
-43.5%
-19.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | 0.0% |
| 7D | -0.9% | -2.1% | +1.2% | +0.2% |
| 30D | -4.2% | +2.0% | -6.2% | -5.2% |
| 3M | +26.9% | -8.3% | +35.2% | +31.7% |
| 6M | +31.2% | +0.3% | +30.9% | +27.0% |
| YTD | -1.8% | -2.2% | +0.4% | -4.9% |
| 1Y | +9.3% | -4.6% | +13.9% | +7.3% |
| 3Y | +33.2% | -8.3% | +41.5% | +26.2% |
| All | -63.2% | -43.5% | -19.8% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling