+514.9%
GEV vs SBAC
-7.0%
+521.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -1.5% |
| 7D | +3.7% | +0.6% | +3.1% | +3.9% |
| 30D | -14.7% | +5.5% | -20.1% | -13.2% |
| 3M | -23.4% | +3.1% | -26.5% | -22.6% |
| 6M | -24.3% | -7.0% | -17.3% | -24.2% |
| YTD | +23.2% | +0.5% | +22.7% | +25.3% |
| 1Y | +44.2% | +0.2% | +44.0% | +46.7% |
| All | +514.9% | -7.0% | +521.8% | +520.1% |
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