+100.8%
DG vs SBAC
+114.8%
-14.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | +0.3% | +0.6% | -0.3% | +0.1% |
| 30D | +3.2% | +5.5% | -2.2% | +1.7% |
| 3M | +10.4% | +3.1% | +7.3% | +9.3% |
| 6M | +33.2% | -7.0% | +40.2% | +35.1% |
| YTD | +3.0% | +0.5% | +2.5% | +1.4% |
| 1Y | +31.2% | +0.2% | +31.0% | +29.4% |
| 3Y | +21.8% | -7.4% | +29.2% | +21.7% |
| 5Y | -35.0% | -39.7% | +4.7% | -28.2% |
| All | +100.8% | +114.8% | -14.0% | +58.8% |
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