+209.8%
W vs SBAC
+91.5%
+118.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.3% |
| 7D | +3.3% | +3.0% | +0.3% | +2.0% |
| 30D | +10.5% | +4.3% | +6.2% | +8.1% |
| 3M | +9.6% | +4.1% | +5.5% | +7.0% |
| 6M | +76.4% | -11.6% | +88.0% | +85.8% |
| YTD | +16.4% | +0.4% | +16.0% | +10.7% |
| 1Y | +9.3% | -1.1% | +10.5% | +4.8% |
| 3Y | +172.8% | -7.3% | +180.1% | +160.4% |
| 5Y | -53.4% | -40.8% | -12.6% | -40.6% |
| 10Y | +243.6% | +103.0% | +140.7% | +156.5% |
| All | +209.8% | +91.5% | +118.3% | +124.8% |
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