+49.1%
D vs SBAC
+114.8%
-65.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.4% |
| 7D | -1.4% | +0.6% | -2.0% | -1.6% |
| 30D | +7.7% | +5.5% | +2.3% | +5.4% |
| 3M | -0.3% | +3.1% | -3.4% | -1.8% |
| 6M | +10.1% | -7.0% | +17.1% | +12.2% |
| YTD | +19.1% | +0.5% | +18.6% | +16.0% |
| 1Y | +15.9% | +0.2% | +15.7% | +13.0% |
| 3Y | +75.0% | -7.4% | +82.4% | +73.8% |
| 5Y | +13.4% | -39.7% | +53.1% | +32.1% |
| All | +49.1% | +114.8% | -65.7% | +16.3% |
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