+159.7%
GILD vs SBAC
+87.1%
+72.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.2% |
| 7D | -4.8% | -2.1% | -2.7% | -4.4% |
| 30D | +5.8% | +2.0% | +3.8% | +5.3% |
| 3M | +14.9% | -8.3% | +23.2% | +16.8% |
| 6M | -0.4% | +0.3% | -0.7% | -1.2% |
| YTD | +18.5% | -2.2% | +20.7% | +18.0% |
| 1Y | +25.1% | -4.6% | +29.7% | +25.2% |
| 3Y | +105.9% | -8.3% | +114.2% | +104.8% |
| 5Y | +143.0% | -42.8% | +185.8% | +165.4% |
| All | +159.7% | +87.1% | +72.6% | +146.6% |
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