-63.9%
XYZ vs SBAC
-40.3%
-23.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.6% |
| 7D | +12.1% | +1.2% | +10.9% | +11.8% |
| 30D | +12.4% | +11.2% | +1.2% | +7.0% |
| 3M | +8.2% | +4.5% | +3.7% | +5.8% |
| 6M | +20.7% | -12.2% | +32.8% | +26.8% |
| YTD | +31.3% | -0.1% | +31.5% | +26.9% |
| 1Y | +20.5% | -0.3% | +20.8% | +16.4% |
| 3Y | +72.6% | -8.7% | +81.3% | +64.5% |
| All | -63.9% | -40.3% | -23.6% | -50.7% |
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