-1.1%
GAP vs SBAC
+114.8%
-115.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.3% |
| 7D | -1.9% | +0.6% | -2.5% | -2.1% |
| 30D | -7.1% | +5.5% | -12.5% | -8.4% |
| 3M | +4.1% | +3.1% | +1.0% | +3.2% |
| 6M | +1.9% | -7.0% | +8.9% | +3.5% |
| YTD | -15.2% | +0.5% | -15.7% | -16.5% |
| 1Y | -10.6% | +0.2% | -10.9% | -12.0% |
| 3Y | +74.6% | -7.4% | +81.9% | +69.8% |
| 5Y | +3.7% | -39.7% | +43.4% | +14.7% |
| All | -1.1% | +114.8% | -115.9% | -16.0% |
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