+735.7%
GOOGL vs SBAC
+88.4%
+647.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -2.0% |
| 7D | -1.9% | +0.2% | -2.0% | -1.9% |
| 30D | -7.5% | +3.9% | -11.3% | -8.3% |
| 3M | -9.2% | -8.2% | -1.0% | -7.4% |
| 6M | +8.1% | -2.8% | +10.9% | +7.8% |
| YTD | +5.8% | -1.5% | +7.4% | +5.0% |
| 1Y | +38.3% | 0.0% | +38.3% | +36.3% |
| 3Y | +144.8% | -8.4% | +153.1% | +138.2% |
| 5Y | +132.5% | -43.5% | +176.1% | +167.2% |
| All | +735.7% | +88.4% | +647.3% | +554.4% |
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