+41.6%
D vs SBAC
+93.8%
-52.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.7% |
| 7D | +3.0% | +1.2% | +1.8% | +2.5% |
| 30D | +11.5% | +11.2% | +0.3% | +6.7% |
| 3M | +3.7% | +4.5% | -0.7% | +1.6% |
| 6M | +13.5% | -12.2% | +25.7% | +18.4% |
| YTD | +20.7% | -0.1% | +20.9% | +17.9% |
| 1Y | +18.2% | -0.3% | +18.5% | +15.5% |
| 3Y | +73.3% | -8.7% | +82.0% | +73.1% |
| 5Y | +12.3% | -40.2% | +52.4% | +31.2% |
| All | +41.6% | +93.8% | -52.2% | +8.4% |
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