+163.6%
W vs SBAC
+90.6%
+73.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +3.1% |
| 7D | -4.2% | -0.8% | -3.4% | -3.8% |
| 30D | -7.6% | +6.9% | -14.5% | -10.8% |
| 3M | +37.2% | -8.2% | +45.4% | +42.4% |
| 6M | +26.3% | -1.6% | +28.0% | +23.4% |
| YTD | -1.0% | -0.1% | -0.9% | -5.3% |
| 1Y | +20.1% | -0.5% | +20.5% | +14.8% |
| 3Y | +37.8% | -9.1% | +46.9% | +33.5% |
| 5Y | -63.7% | -43.8% | -19.9% | -52.4% |
| 10Y | +156.3% | +80.5% | +75.8% | +103.4% |
| All | +163.6% | +90.6% | +73.0% | +92.3% |
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