+66.9%
DD vs SBAC
+87.1%
-20.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.8% |
| 7D | -3.5% | -2.1% | -1.4% | -3.0% |
| 30D | -11.7% | +2.0% | -13.7% | -12.2% |
| 3M | -9.2% | -8.3% | -0.9% | -7.5% |
| 6M | -7.2% | +0.3% | -7.5% | -8.7% |
| YTD | +6.6% | -2.2% | +8.8% | +5.4% |
| 1Y | +32.0% | -4.6% | +36.6% | +31.4% |
| 3Y | +42.1% | -8.3% | +50.4% | +40.2% |
| 5Y | +58.1% | -42.8% | +100.9% | +78.1% |
| All | +66.9% | +87.1% | -20.3% | +50.8% |
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