+1,395.4%
ASML vs SBAC
+93.8%
+1,301.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.9% | +6.9% | +5.5% |
| 7D | -9.0% | +1.2% | -10.2% | -9.4% |
| 30D | -21.0% | +11.2% | -32.1% | -23.5% |
| 3M | -16.3% | +4.5% | -20.7% | -17.7% |
| 6M | -7.5% | -12.2% | +4.6% | -5.2% |
| YTD | +34.0% | -0.1% | +34.1% | +30.4% |
| 1Y | +39.3% | -0.3% | +39.5% | +35.4% |
| 3Y | +128.9% | -8.7% | +137.6% | +118.9% |
| 5Y | +76.1% | -40.2% | +116.2% | +102.9% |
| All | +1,395.4% | +93.8% | +1,301.6% | +1,043.4% |
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