+780.7%
GOOG vs SBAC
+87.1%
+693.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.0% |
| 7D | 0.0% | -2.1% | +2.1% | +0.6% |
| 30D | -2.0% | +2.0% | -4.0% | -2.5% |
| 3M | -5.9% | -8.3% | +2.4% | -4.1% |
| 6M | +8.9% | +0.3% | +8.6% | +7.7% |
| YTD | +7.1% | -2.2% | +9.3% | +6.4% |
| 1Y | +39.7% | -4.6% | +44.3% | +39.5% |
| 3Y | +145.8% | -8.3% | +154.1% | +139.1% |
| 5Y | +138.6% | -42.8% | +181.4% | +172.3% |
| All | +780.7% | +87.1% | +693.5% | +599.8% |
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