+318.8%
ADP vs SBAC
+109.8%
+208.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +0.9% | -2.8% | +3.7% | +1.9% |
| 30D | +11.9% | +3.1% | +8.8% | +10.6% |
| 3M | +13.7% | +5.1% | +8.6% | +11.5% |
| 6M | +46.8% | -11.4% | +58.2% | +51.8% |
| YTD | +21.8% | +0.2% | +21.6% | +18.9% |
| 1Y | +23.5% | -3.9% | +27.5% | +22.5% |
| 3Y | +44.1% | -7.7% | +51.7% | +41.0% |
| 5Y | +49.9% | -39.7% | +89.6% | +72.8% |
| 10Y | +318.8% | +111.9% | +206.9% | +231.1% |
| All | +318.8% | +109.8% | +208.9% | +231.1% |
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