+87.8%
DT vs SBAC
-14.1%
+101.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.8% |
| 7D | +3.1% | +0.6% | +2.5% | +2.9% |
| 30D | -29.5% | +5.5% | -35.0% | -31.1% |
| 3M | -11.7% | +3.1% | -14.8% | -13.1% |
| 6M | +29.0% | -7.0% | +36.0% | +30.8% |
| YTD | +3.4% | +0.5% | +2.9% | -0.3% |
| 1Y | -4.2% | +0.2% | -4.5% | -7.6% |
| 3Y | -12.8% | -7.4% | -5.5% | -17.4% |
| 5Y | -39.6% | -39.7% | +0.1% | -27.0% |
| All | +87.8% | -14.1% | +101.9% | +66.2% |
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