+151.5%
EXC vs SBAC
+76.8%
+74.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | -2.7% | +3.2% | -6.0% | -4.0% |
| 3M | -1.0% | -5.1% | +4.1% | +0.6% |
| 6M | -9.3% | -2.1% | -7.2% | -10.3% |
| YTD | +3.6% | -0.5% | +4.1% | +1.5% |
| 1Y | +5.9% | +1.1% | +4.8% | +2.8% |
| 3Y | +21.3% | -7.4% | +28.7% | +19.6% |
| 5Y | +46.2% | -44.3% | +90.5% | +78.0% |
| 10Y | +151.5% | +77.6% | +73.9% | +96.7% |
| All | +151.5% | +76.8% | +74.7% | +96.7% |
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