+183.8%
EXC vs SBAC
+97.3%
+86.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -1.7% | +3.0% | -4.7% | -2.9% |
| 30D | +9.3% | +4.3% | +5.0% | +7.4% |
| 3M | +1.0% | +4.1% | -3.1% | -0.9% |
| 6M | +5.9% | -11.6% | +17.6% | +10.1% |
| YTD | +7.6% | +0.4% | +7.3% | +4.7% |
| 1Y | +2.4% | -1.1% | +3.5% | +0.2% |
| 3Y | +30.2% | -7.3% | +37.5% | +28.5% |
| 5Y | +41.4% | -40.8% | +82.1% | +66.7% |
| 10Y | +183.8% | +103.0% | +80.8% | +127.9% |
| All | +183.8% | +97.3% | +86.5% | +127.9% |
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