+288.0%
CME vs SBAC
+103.9%
+184.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | +1.7% | +3.6% | -2.0% | +0.7% |
| 30D | +10.2% | +4.9% | +5.3% | +8.7% |
| 3M | +17.8% | +6.5% | +11.3% | +15.5% |
| 6M | +11.0% | -11.1% | +22.1% | +13.9% |
| YTD | +17.0% | +0.9% | +16.1% | +15.0% |
| 1Y | +15.8% | -1.6% | +17.4% | +14.5% |
| 3Y | +61.8% | -7.0% | +68.8% | +59.7% |
| 5Y | +72.5% | -39.2% | +111.7% | +91.8% |
| 10Y | +288.0% | +111.4% | +176.6% | +269.6% |
| All | +288.0% | +103.9% | +184.1% | +269.6% |
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