+152.0%
GE vs SBAC
+78.4%
+73.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.6% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | -11.3% | +3.9% | -15.1% | -11.9% |
| 3M | -1.4% | -8.2% | +6.8% | -0.1% |
| 6M | +1.2% | -2.8% | +4.0% | +1.1% |
| YTD | +5.9% | -1.5% | +7.5% | +5.4% |
| 1Y | +18.4% | 0.0% | +18.4% | +17.3% |
| 3Y | +271.0% | -8.4% | +279.4% | +267.1% |
| 5Y | +417.9% | -43.5% | +461.5% | +475.2% |
| 10Y | +152.0% | +86.9% | +65.1% | +140.1% |
| All | +152.0% | +78.4% | +73.6% | +140.1% |
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