+249.6%
ALAB vs SBAC
-5.7%
+255.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.5% | +13.2% | +13.9% |
| 7D | -5.6% | +3.0% | -8.5% | -4.6% |
| 30D | -36.6% | +4.3% | -40.9% | -35.5% |
| 3M | -35.1% | +4.1% | -39.2% | -34.2% |
| 6M | +8.5% | -11.6% | +20.2% | +5.9% |
| YTD | +30.4% | +0.4% | +30.0% | +29.2% |
| 1Y | +31.0% | -1.1% | +32.2% | +28.5% |
| All | +249.6% | -5.7% | +255.3% | +252.0% |
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