-64.7%
CAPR vs SBAC
+97.3%
-162.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.5% | +9.0% | +9.4% |
| 7D | +36.0% | +3.0% | +33.1% | +35.4% |
| 30D | +25.8% | +4.3% | +21.5% | +24.8% |
| 3M | +140.8% | +4.1% | +136.7% | +138.7% |
| 6M | -67.6% | -11.6% | -56.0% | -66.9% |
| YTD | -65.9% | +0.4% | -66.2% | -66.2% |
| 1Y | +66.1% | -1.1% | +67.2% | +65.0% |
| 3Y | +256.9% | -7.3% | +264.1% | +256.7% |
| 5Y | +172.1% | -40.8% | +212.9% | +187.8% |
| 10Y | -64.7% | +103.0% | -167.6% | -66.2% |
| All | -64.7% | +97.3% | -162.0% | -66.2% |
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