+313.7%
ADP vs SBAC
+97.3%
+216.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +1.1% | +3.0% | -1.9% | +0.1% |
| 30D | +11.5% | +4.3% | +7.2% | +9.8% |
| 3M | +12.0% | +4.1% | +7.9% | +10.2% |
| 6M | +43.8% | -11.6% | +55.4% | +48.9% |
| YTD | +20.1% | +0.4% | +19.7% | +17.2% |
| 1Y | +22.3% | -1.1% | +23.4% | +19.9% |
| 3Y | +43.3% | -7.3% | +50.5% | +40.0% |
| 5Y | +47.3% | -40.8% | +88.1% | +71.1% |
| 10Y | +313.7% | +103.0% | +210.7% | +235.7% |
| All | +313.7% | +97.3% | +216.4% | +235.7% |
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