+220.1%
C vs SBAC
+97.3%
+122.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.3% |
| 7D | -0.9% | +3.0% | -3.9% | -1.6% |
| 30D | -5.4% | +4.3% | -9.7% | -6.3% |
| 3M | -9.2% | +4.1% | -13.3% | -10.1% |
| 6M | -1.8% | -11.6% | +9.8% | +0.3% |
| YTD | +6.7% | +0.4% | +6.3% | +4.8% |
| 1Y | +23.5% | -1.1% | +24.6% | +21.8% |
| 3Y | +219.8% | -7.3% | +227.0% | +212.2% |
| 5Y | +112.4% | -40.8% | +153.2% | +134.6% |
| 10Y | +220.1% | +103.0% | +117.1% | +212.0% |
| All | +220.1% | +97.3% | +122.8% | +212.0% |
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