+41.8%
AR vs SBAC
+76.8%
-35.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -1.8% | -0.1% | -1.8% | -1.8% |
| 30D | +12.6% | +3.2% | +9.4% | +11.8% |
| 3M | +10.0% | -5.1% | +15.1% | +11.0% |
| 6M | +0.6% | -2.1% | +2.7% | +0.1% |
| YTD | +13.4% | -0.5% | +13.9% | +12.2% |
| 1Y | +21.7% | +1.1% | +20.6% | +19.9% |
| 3Y | +45.8% | -7.4% | +53.3% | +43.5% |
| 5Y | +144.3% | -44.3% | +188.6% | +171.2% |
| 10Y | +41.8% | +77.6% | -35.8% | +23.3% |
| All | +41.8% | +76.8% | -35.0% | +23.3% |
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