-63.7%
XYZ vs SBAC
-39.6%
-24.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.1% |
| 7D | -1.1% | +0.6% | -1.7% | -1.3% |
| 30D | +11.5% | +5.5% | +6.0% | +8.9% |
| 3M | +1.8% | +3.1% | -1.3% | +0.2% |
| 6M | +21.2% | -7.0% | +28.2% | +23.8% |
| YTD | +29.9% | +0.5% | +29.4% | +25.3% |
| 1Y | +35.8% | +0.2% | +35.5% | +31.0% |
| 3Y | +62.6% | -7.4% | +69.9% | +53.4% |
| All | -63.7% | -39.6% | -24.1% | -50.6% |
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