+200.5%
B vs SBAC
+97.3%
+103.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | +11.3% | +3.0% | +8.4% | +10.6% |
| 30D | +2.9% | +4.3% | -1.4% | +1.8% |
| 3M | -2.9% | +4.1% | -7.0% | -3.9% |
| 6M | -1.2% | -11.6% | +10.4% | +1.2% |
| YTD | -1.3% | +0.4% | -1.7% | -2.8% |
| 1Y | +30.4% | -1.1% | +31.5% | +28.9% |
| 3Y | +195.3% | -7.3% | +202.5% | +194.5% |
| 5Y | +146.2% | -40.8% | +187.0% | +170.5% |
| 10Y | +200.5% | +103.0% | +97.5% | +159.8% |
| All | +200.5% | +97.3% | +103.2% | +159.8% |
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