-5.9%
DASH vs SBAC
-25.5%
+19.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -10.2% | -2.8% | -7.4% | -9.4% |
| 30D | -8.2% | +3.1% | -11.3% | -9.2% |
| 3M | -15.9% | +5.1% | -21.1% | -17.4% |
| 6M | +13.3% | -11.4% | +24.7% | +17.1% |
| YTD | -21.3% | +0.2% | -21.5% | -23.4% |
| 1Y | -11.1% | -3.9% | -7.2% | -12.1% |
| 3Y | +103.8% | -7.7% | +111.5% | +94.9% |
| 5Y | -21.6% | -39.7% | +18.1% | -1.8% |
| All | -5.9% | -25.5% | +19.5% | +3.6% |
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