+67.3%
F vs SBAC
+114.8%
-47.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | -3.1% | +0.6% | -3.7% | -3.3% |
| 30D | 0.0% | +5.5% | -5.4% | -1.6% |
| 3M | -13.2% | +3.1% | -16.3% | -14.2% |
| 6M | -10.2% | -7.0% | -3.2% | -9.1% |
| YTD | -4.9% | +0.5% | -5.4% | -7.2% |
| 1Y | -6.1% | +0.2% | -6.3% | -8.3% |
| 3Y | +46.0% | -7.4% | +53.3% | +43.5% |
| 5Y | -15.7% | -39.7% | +24.0% | -5.6% |
| All | +67.3% | +114.8% | -47.5% | +59.8% |
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