+248.9%
A vs SBAC
+78.4%
+170.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -4.4% | +0.2% | -4.6% | -4.5% |
| 30D | -2.7% | +3.9% | -6.5% | -4.0% |
| 3M | +7.0% | -8.2% | +15.2% | +9.5% |
| 6M | +24.6% | -2.8% | +27.4% | +23.7% |
| YTD | +7.0% | -1.5% | +8.6% | +5.3% |
| 1Y | +15.6% | 0.0% | +15.6% | +12.9% |
| 3Y | +29.9% | -8.4% | +38.3% | +27.5% |
| 5Y | -15.4% | -43.5% | +28.2% | -0.1% |
| 10Y | +248.9% | +86.9% | +162.0% | +194.5% |
| All | +248.9% | +78.4% | +170.5% | +194.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling