+34.2%
DIS vs SBAC
+93.8%
-59.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | +5.2% | +1.2% | +4.0% | +4.9% |
| 30D | +11.5% | +11.2% | +0.3% | +8.6% |
| 3M | +11.5% | +4.5% | +7.1% | +10.2% |
| 6M | +8.9% | -12.2% | +21.0% | +11.5% |
| YTD | +3.4% | -0.1% | +3.5% | +2.0% |
| 1Y | +7.2% | -0.3% | +7.4% | +5.8% |
| 3Y | +43.3% | -8.7% | +52.0% | +41.3% |
| 5Y | -31.4% | -40.2% | +8.7% | -24.7% |
| All | +34.2% | +93.8% | -59.6% | +22.8% |
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