+282.1%
CME vs SBAC
+76.8%
+205.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -2.9% | -0.1% | -2.8% | -2.8% |
| 30D | +5.5% | +3.2% | +2.3% | +4.6% |
| 3M | +11.0% | -5.1% | +16.0% | +12.3% |
| 6M | -9.7% | -2.1% | -7.6% | -10.1% |
| YTD | +4.9% | -0.5% | +5.4% | +3.7% |
| 1Y | +10.1% | +1.1% | +9.0% | +8.3% |
| 3Y | +53.5% | -7.4% | +60.9% | +51.7% |
| 5Y | +77.2% | -44.3% | +121.5% | +101.9% |
| 10Y | +282.1% | +77.6% | +204.6% | +290.9% |
| All | +282.1% | +76.8% | +205.3% | +290.9% |
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