+283.8%
ADP vs SBAC
+77.5%
+206.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.7% |
| 7D | -3.4% | -0.8% | -2.6% | -3.2% |
| 30D | +2.8% | +6.9% | -4.1% | +0.5% |
| 3M | +20.9% | -8.2% | +29.2% | +24.1% |
| 6M | +29.9% | -1.6% | +31.5% | +28.8% |
| YTD | +9.6% | -0.1% | +9.8% | +7.6% |
| 1Y | -5.3% | -0.5% | -4.8% | -7.1% |
| 3Y | +16.5% | -9.1% | +25.5% | +14.7% |
| 5Y | +49.4% | -43.8% | +93.2% | +77.2% |
| All | +283.8% | +77.5% | +206.4% | +220.8% |
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