+314.7%
A vs SBAC
+114.8%
+199.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.1% |
| 7D | -0.5% | +0.6% | -1.1% | -0.7% |
| 30D | 0.0% | +5.5% | -5.5% | -2.0% |
| 3M | +16.7% | +3.1% | +13.6% | +15.0% |
| 6M | +54.8% | -7.0% | +61.9% | +57.1% |
| YTD | +28.8% | +0.5% | +28.3% | +25.3% |
| 1Y | +19.3% | +0.2% | +19.1% | +16.2% |
| 3Y | +65.5% | -7.4% | +72.9% | +61.6% |
| 5Y | +12.1% | -39.7% | +51.8% | +29.1% |
| All | +314.7% | +114.8% | +199.9% | +235.4% |
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