+82.3%
DT vs SBAC
-13.7%
+96.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -7.5% | +3.6% | -11.2% | -8.8% |
| 30D | -31.5% | +4.9% | -36.4% | -32.9% |
| 3M | -14.0% | +6.5% | -20.5% | -16.4% |
| 6M | +6.9% | -11.1% | +18.0% | +10.5% |
| YTD | +0.3% | +0.9% | -0.6% | -3.4% |
| 1Y | -6.9% | -1.6% | -5.4% | -9.5% |
| 3Y | -13.9% | -7.0% | -6.9% | -18.5% |
| 5Y | -39.9% | -39.2% | -0.7% | -27.7% |
| All | +82.3% | -13.7% | +96.1% | +61.2% |
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