-66.2%
CAPR vs SBAC
+93.8%
-159.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.9% | +6.5% | +5.0% |
| 7D | +41.1% | +1.2% | +39.9% | +40.7% |
| 30D | +11.1% | +11.2% | -0.1% | +8.9% |
| 3M | +115.3% | +4.5% | +110.9% | +113.3% |
| 6M | -73.8% | -12.2% | -61.7% | -73.2% |
| YTD | -68.8% | -0.1% | -68.7% | -69.1% |
| 1Y | +43.3% | -0.3% | +43.6% | +42.1% |
| 3Y | +214.7% | -8.7% | +223.4% | +215.4% |
| 5Y | +141.3% | -40.2% | +181.4% | +155.5% |
| All | -66.2% | +93.8% | -159.9% | -69.6% |
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