+115.6%
DT vs SBAC
-18.2%
+133.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.5% | +2.7% |
| 7D | -2.5% | -5.3% | +2.7% | -0.6% |
| 30D | +3.5% | +0.4% | +3.2% | +3.4% |
| 3M | +26.7% | -11.9% | +38.6% | +32.1% |
| 6M | +36.1% | -4.5% | +40.6% | +35.2% |
| YTD | +18.6% | -4.3% | +23.0% | +17.1% |
| 1Y | +7.9% | -3.9% | +11.8% | +6.0% |
| 3Y | +8.6% | -11.0% | +19.6% | +4.1% |
| 5Y | -26.7% | -44.1% | +17.4% | -8.1% |
| All | +115.6% | -18.2% | +133.8% | +95.3% |
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