-34.0%
Z vs SBAC
-8.8%
-25.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.8% |
| 7D | -3.0% | -0.8% | -2.2% | -2.7% |
| 30D | -4.2% | +6.9% | -11.1% | -6.4% |
| 3M | -3.7% | -8.2% | +4.5% | -1.2% |
| 6M | -24.5% | -1.6% | -22.9% | -24.7% |
| YTD | -49.3% | -0.1% | -49.2% | -50.1% |
| 1Y | -58.7% | -0.5% | -58.2% | -59.3% |
| All | -34.0% | -8.8% | -25.1% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling