-39.1%
ALK vs SBAC
+97.3%
-136.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.5% | +6.6% | +7.0% |
| 7D | +8.9% | +3.0% | +5.9% | +8.2% |
| 30D | +5.9% | +4.3% | +1.6% | +4.8% |
| 3M | -16.5% | +4.1% | -20.7% | -17.4% |
| 6M | +2.1% | -11.6% | +13.7% | +4.7% |
| YTD | -17.1% | +0.4% | -17.5% | -18.3% |
| 1Y | -2.9% | -1.1% | -1.8% | -3.9% |
| 3Y | +24.5% | -7.3% | +31.7% | +22.8% |
| 5Y | -29.1% | -40.8% | +11.6% | -21.5% |
| 10Y | -39.1% | +103.0% | -142.1% | -46.6% |
| All | -39.1% | +97.3% | -136.4% | -46.6% |
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