+712.5%
CAT vs SBAC
+97.3%
+615.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.5% | +6.7% | +7.1% |
| 7D | -2.4% | +3.0% | -5.4% | -3.0% |
| 30D | -25.0% | +4.3% | -29.3% | -25.8% |
| 3M | -28.7% | +4.1% | -32.9% | -29.5% |
| 6M | -33.0% | -11.6% | -21.4% | -31.8% |
| YTD | +5.4% | +0.4% | +5.1% | +3.7% |
| 1Y | +7.3% | -1.1% | +8.4% | +5.9% |
| 3Y | +166.0% | -7.3% | +173.3% | +161.1% |
| 5Y | +210.1% | -40.8% | +250.9% | +237.6% |
| 10Y | +712.5% | +103.0% | +609.6% | +599.4% |
| All | +712.5% | +97.3% | +615.3% | +599.4% |
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