+54.2%
AR vs SBAC
+111.6%
-57.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | +6.4% | -2.7% | +9.1% | +7.0% |
| 30D | +3.1% | +3.3% | -0.2% | +2.3% |
| 3M | +3.3% | +3.3% | 0.0% | +2.3% |
| 6M | +6.6% | -10.9% | +17.5% | +8.6% |
| YTD | +12.3% | -1.0% | +13.3% | +11.0% |
| 1Y | +12.3% | -4.5% | +16.8% | +11.9% |
| 3Y | +50.4% | -8.7% | +59.2% | +48.4% |
| 5Y | +101.0% | -40.6% | +141.6% | +119.7% |
| All | +54.2% | +111.6% | -57.4% | +31.1% |
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