-68.9%
XYZ vs SBAC
-43.7%
-25.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | -1.0% | -0.8% | -0.2% | -0.6% |
| 30D | -1.7% | +6.9% | -8.6% | -4.8% |
| 3M | +16.7% | -8.2% | +25.0% | +20.4% |
| 6M | +26.9% | -1.6% | +28.5% | +24.6% |
| YTD | +27.1% | -0.1% | +27.3% | +23.1% |
| 1Y | +9.3% | -0.5% | +9.7% | +5.5% |
| 3Y | +42.3% | -9.1% | +51.3% | +36.4% |
| All | -68.9% | -43.7% | -25.2% | -57.1% |
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