+134.2%
DTE vs SBAC
+87.1%
+47.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -2.1% |
| 7D | -2.6% | -2.1% | -0.5% | -1.9% |
| 30D | -4.4% | +2.0% | -6.4% | -5.2% |
| 3M | -8.3% | -8.3% | 0.0% | -5.9% |
| 6M | -8.1% | +0.3% | -8.4% | -9.8% |
| YTD | +4.4% | -2.2% | +6.6% | +3.2% |
| 1Y | +0.2% | -4.6% | +4.8% | -0.1% |
| 3Y | +42.6% | -8.3% | +50.9% | +41.7% |
| 5Y | +31.5% | -42.8% | +74.3% | +54.2% |
| All | +134.2% | +87.1% | +47.1% | +87.4% |
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