-10.9%
DOW vs SBAC
+7.6%
-18.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.3% |
| 7D | -6.0% | +0.2% | -6.2% | -6.1% |
| 30D | -2.7% | +3.9% | -6.6% | -3.8% |
| 3M | -10.5% | -8.2% | -2.3% | -8.7% |
| 6M | -12.4% | -2.8% | -9.6% | -13.1% |
| YTD | +30.0% | -1.5% | +31.6% | +28.4% |
| 1Y | +27.8% | 0.0% | +27.8% | +25.4% |
| 3Y | -34.9% | -8.4% | -26.5% | -35.7% |
| 5Y | -35.9% | -43.5% | +7.7% | -27.3% |
| All | -10.9% | +7.6% | -18.6% | -5.5% |
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