+99.9%
DD vs SBAC
+109.8%
-9.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +3.2% | -2.8% | +6.0% | +4.0% |
| 30D | +20.3% | +3.1% | +17.2% | +19.2% |
| 3M | +8.2% | +5.1% | +3.0% | +6.4% |
| 6M | +3.4% | -11.4% | +14.8% | +5.8% |
| YTD | +30.6% | +0.2% | +30.4% | +28.0% |
| 1Y | +30.6% | -3.9% | +34.6% | +29.6% |
| 3Y | +91.1% | -7.7% | +98.8% | +88.2% |
| 5Y | +68.6% | -39.7% | +108.3% | +87.0% |
| 10Y | +99.9% | +111.9% | -12.0% | +76.9% |
| All | +99.9% | +109.8% | -9.9% | +76.9% |
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