+86.4%
F vs SBAC
+76.8%
+9.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.1% |
| 7D | +1.2% | -0.1% | +1.2% | +1.2% |
| 30D | +1.2% | +3.2% | -2.0% | +0.3% |
| 3M | -5.7% | -5.1% | -0.6% | -4.6% |
| 6M | +17.9% | -2.1% | +20.0% | +16.7% |
| YTD | +10.4% | -0.5% | +10.9% | +8.4% |
| 1Y | +25.3% | +1.1% | +24.2% | +22.3% |
| 3Y | +37.5% | -7.4% | +44.9% | +35.3% |
| 5Y | +46.5% | -44.3% | +90.8% | +67.8% |
| 10Y | +86.4% | +77.6% | +8.8% | +77.2% |
| All | +86.4% | +76.8% | +9.6% | +77.2% |
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