+368.4%
ALL vs SBAC
+103.9%
+264.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.7% |
| 7D | -0.1% | +3.6% | -3.8% | -1.1% |
| 30D | +13.8% | +4.9% | +8.9% | +12.3% |
| 3M | -2.8% | +6.5% | -9.2% | -4.6% |
| 6M | +23.7% | -11.1% | +34.8% | +26.8% |
| YTD | +27.3% | +0.9% | +26.3% | +24.9% |
| 1Y | +30.5% | -1.6% | +32.1% | +29.0% |
| 3Y | +113.0% | -7.0% | +120.0% | +110.4% |
| 5Y | +157.6% | -39.2% | +196.8% | +185.4% |
| 10Y | +368.4% | +111.4% | +257.0% | +316.9% |
| All | +368.4% | +103.9% | +264.5% | +316.9% |
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