+1,557.1%
ASML vs SBAC
+114.8%
+1,442.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.5% |
| 7D | +4.9% | +0.6% | +4.3% | +4.8% |
| 30D | -9.3% | +5.5% | -14.7% | -10.8% |
| 3M | -19.0% | +3.1% | -22.1% | -20.0% |
| 6M | -5.2% | -7.0% | +1.8% | -4.5% |
| YTD | +40.6% | +0.5% | +40.1% | +36.6% |
| 1Y | +47.5% | +0.2% | +47.3% | +43.3% |
| 3Y | +133.9% | -7.4% | +141.2% | +122.5% |
| 5Y | +83.8% | -39.7% | +123.5% | +111.3% |
| All | +1,557.1% | +114.8% | +1,442.3% | +1,103.8% |
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