+111.8%
DG vs SBAC
+103.9%
+7.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +5.2% | +3.6% | +1.6% | +4.2% |
| 30D | +7.9% | +4.9% | +3.0% | +6.5% |
| 3M | +12.7% | +6.5% | +6.3% | +10.6% |
| 6M | +22.4% | -11.1% | +33.5% | +25.7% |
| YTD | +5.4% | +0.9% | +4.5% | +3.7% |
| 1Y | +39.4% | -1.6% | +40.9% | +38.1% |
| 3Y | +24.1% | -7.0% | +31.1% | +23.9% |
| 5Y | -32.2% | -39.2% | +7.1% | -25.2% |
| 10Y | +111.8% | +111.4% | +0.4% | +77.1% |
| All | +111.8% | +103.9% | +7.9% | +77.1% |
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