+276.4%
GME vs SBAC
+83.0%
+193.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.4% | +3.1% |
| 7D | +6.0% | -5.3% | +11.3% | +7.3% |
| 30D | +8.3% | +0.4% | +8.0% | +8.2% |
| 3M | -9.1% | -11.9% | +2.8% | -6.8% |
| 6M | -16.3% | -4.5% | -11.9% | -16.4% |
| YTD | +1.5% | -4.3% | +5.9% | +1.1% |
| 1Y | -16.3% | -3.9% | -12.4% | -16.9% |
| 3Y | +15.1% | -11.0% | +26.1% | +14.8% |
| 5Y | -57.2% | -44.1% | -13.1% | -52.9% |
| All | +276.4% | +83.0% | +193.4% | +250.0% |
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