+308.7%
A vs SBAC
+103.9%
+204.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.5% |
| 7D | +1.4% | +3.6% | -2.3% | +0.2% |
| 30D | +4.3% | +4.9% | -0.6% | +2.5% |
| 3M | +19.8% | +6.5% | +13.3% | +16.7% |
| 6M | +54.4% | -11.1% | +65.5% | +59.1% |
| YTD | +31.7% | +0.9% | +30.8% | +28.0% |
| 1Y | +22.4% | -1.6% | +24.0% | +20.1% |
| 3Y | +67.7% | -7.0% | +74.7% | +63.5% |
| 5Y | +15.7% | -39.2% | +55.0% | +33.0% |
| 10Y | +308.7% | +111.4% | +197.3% | +224.7% |
| All | +308.7% | +103.9% | +204.8% | +224.7% |
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