+551.0%
FIVE vs SBAC
+93.8%
+457.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.2% |
| 7D | -0.3% | +1.2% | -1.5% | -0.6% |
| 30D | +17.7% | +11.2% | +6.5% | +13.8% |
| 3M | +4.0% | +4.5% | -0.5% | +2.4% |
| 6M | +2.6% | -12.2% | +14.8% | +5.9% |
| YTD | +27.6% | -0.1% | +27.7% | +24.8% |
| 1Y | +59.9% | -0.3% | +60.2% | +56.5% |
| 3Y | +35.8% | -8.7% | +44.5% | +32.2% |
| 5Y | +14.4% | -40.2% | +54.6% | +31.1% |
| All | +551.0% | +93.8% | +457.3% | +506.9% |
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