+218.9%
CTVA vs SBAC
-5.2%
+224.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.4% |
| 7D | -4.7% | -5.3% | +0.6% | -3.4% |
| 30D | +11.1% | +0.4% | +10.7% | +10.9% |
| 3M | +13.7% | -11.9% | +25.6% | +16.9% |
| 6M | +11.2% | -4.5% | +15.7% | +11.1% |
| YTD | +26.9% | -4.3% | +31.2% | +26.4% |
| 1Y | +18.8% | -3.9% | +22.7% | +18.1% |
| 3Y | +75.9% | -11.0% | +86.9% | +75.4% |
| 5Y | +105.2% | -44.1% | +149.3% | +129.9% |
| All | +218.9% | -5.2% | +224.2% | +228.3% |
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