+196.2%
W vs SBAC
+90.6%
+105.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -0.5% |
| 7D | -3.6% | +1.2% | -4.8% | -4.0% |
| 30D | +7.0% | +11.2% | -4.2% | +1.1% |
| 3M | +7.4% | +4.5% | +2.9% | +4.6% |
| 6M | +69.3% | -12.2% | +81.5% | +78.9% |
| YTD | +11.3% | -0.1% | +11.4% | +6.1% |
| 1Y | +13.2% | -0.3% | +13.5% | +8.0% |
| 3Y | +142.0% | -8.7% | +150.7% | +133.3% |
| 5Y | -54.6% | -40.2% | -14.5% | -42.5% |
| 10Y | +243.7% | +97.3% | +146.4% | +159.3% |
| All | +196.2% | +90.6% | +105.6% | +115.4% |
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 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