+533.2%
XYZ vs SBAC
+97.6%
+435.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.1% |
| 3M | +16.7% | -8.2% | +25.0% | +20.6% |
| 6M | +26.9% | -1.6% | +28.5% | +24.0% |
| YTD | +27.1% | -0.1% | +27.3% | +22.6% |
| 1Y | +9.3% | -0.5% | +9.7% | +5.1% |
| 3Y | +42.3% | -9.1% | +51.3% | +37.1% |
| 5Y | -69.3% | -43.8% | -25.5% | -59.8% |
| 10Y | +586.8% | +80.5% | +506.3% | +449.8% |
| All | +533.2% | +97.6% | +435.6% | +377.1% |
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 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