-49.3%
COMP vs SBAC
-26.6%
-22.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.9% | +12.6% | +11.9% |
| 7D | +13.4% | +1.2% | +12.2% | +12.5% |
| 30D | +11.1% | +11.2% | -0.1% | +2.9% |
| 3M | -18.8% | +4.5% | -23.3% | -21.6% |
| 6M | +10.5% | -12.2% | +22.7% | +17.9% |
| YTD | -3.4% | -0.1% | -3.3% | -9.7% |
| 1Y | +19.7% | -0.3% | +19.9% | +11.5% |
| 3Y | +381.6% | -8.7% | +390.3% | +363.7% |
| 5Y | -17.6% | -40.2% | +22.6% | +20.1% |
| All | -49.3% | -26.6% | -22.7% | -32.7% |
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