-56.3%
Z vs SBAC
-40.3%
-16.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.5% |
| 7D | -4.6% | +1.2% | -5.8% | -4.9% |
| 30D | +8.3% | +11.2% | -2.9% | +2.8% |
| 3M | -11.6% | +4.5% | -16.1% | -13.4% |
| 6M | -33.6% | -12.2% | -21.5% | -29.8% |
| YTD | -56.7% | -0.1% | -56.6% | -58.0% |
| 1Y | -59.1% | -0.3% | -58.9% | -60.4% |
| 3Y | -20.4% | -8.7% | -11.6% | -20.6% |
| All | -56.3% | -40.3% | -16.0% | -42.0% |
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