+194.9%
ALLY vs SBAC
+97.3%
+97.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.5% | +0.8% |
| 7D | -0.2% | +3.0% | -3.2% | -1.0% |
| 30D | +3.4% | +4.3% | -0.9% | +2.1% |
| 3M | -11.1% | +4.1% | -15.2% | -12.4% |
| 6M | -11.5% | -11.6% | +0.1% | -9.0% |
| YTD | -12.3% | +0.4% | -12.7% | -14.3% |
| 1Y | +1.1% | -1.1% | +2.2% | -0.7% |
| 3Y | +64.8% | -7.3% | +72.1% | +60.8% |
| 5Y | -6.9% | -40.8% | +33.9% | +5.0% |
| 10Y | +194.9% | +103.0% | +92.0% | +201.2% |
| All | +194.9% | +97.3% | +97.7% | +201.2% |
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