+818.6%
CTAS vs SBAC
+111.6%
+706.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | +0.5% | -2.7% | +3.2% | +1.4% |
| 30D | +10.2% | +3.3% | +7.0% | +8.9% |
| 3M | +12.1% | +3.3% | +8.8% | +10.5% |
| 6M | +38.3% | -10.9% | +49.2% | +42.8% |
| YTD | +21.9% | -1.0% | +22.9% | +20.1% |
| 1Y | +24.0% | -4.5% | +28.5% | +23.7% |
| 3Y | +75.1% | -8.7% | +83.9% | +73.4% |
| 5Y | +116.9% | -40.6% | +157.5% | +151.4% |
| All | +818.6% | +111.6% | +706.9% | +698.6% |
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