-77.4%
CAPR vs SBAC
+76.8%
-154.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -9.5% | -0.1% | -9.4% | -9.5% |
| 30D | +121.5% | +3.2% | +118.3% | +120.0% |
| 3M | -65.4% | -5.1% | -60.3% | -65.0% |
| 6M | -67.5% | -2.1% | -65.4% | -67.6% |
| YTD | -68.6% | -0.5% | -68.1% | -68.8% |
| 1Y | +42.7% | +1.1% | +41.5% | +40.9% |
| 3Y | +43.4% | -7.4% | +50.8% | +43.2% |
| 5Y | +86.0% | -44.3% | +130.4% | +99.2% |
| 10Y | -77.4% | +77.6% | -155.0% | -80.0% |
| All | -77.4% | +76.8% | -154.2% | -80.0% |
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