-1.4%
DOW vs SBAC
+9.5%
-10.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +3.6% |
| 7D | -0.5% | -2.8% | +2.3% | +0.2% |
| 30D | +15.7% | +3.1% | +12.6% | +14.7% |
| 3M | +5.3% | +5.1% | +0.2% | +3.5% |
| 6M | -14.2% | -11.4% | -2.8% | -12.1% |
| YTD | +43.9% | +0.2% | +43.7% | +41.1% |
| 1Y | +53.1% | -3.9% | +57.0% | +51.8% |
| 3Y | -21.8% | -7.7% | -14.2% | -22.9% |
| 5Y | -28.3% | -39.7% | +11.4% | -20.7% |
| All | -1.4% | +9.5% | -10.9% | +3.9% |
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