+700.7%
GOOGL vs SBAC
+111.6%
+589.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.1% |
| 7D | +5.7% | -2.7% | +8.4% | +6.4% |
| 30D | -15.6% | +3.3% | -18.9% | -16.4% |
| 3M | -13.0% | +3.3% | -16.3% | -13.9% |
| 6M | -22.8% | -10.9% | -11.9% | -21.0% |
| YTD | -4.4% | -1.0% | -3.4% | -5.5% |
| 1Y | +4.5% | -4.5% | +8.9% | +4.1% |
| 3Y | +127.4% | -8.7% | +136.2% | +122.0% |
| 5Y | +102.8% | -40.6% | +143.4% | +128.7% |
| All | +700.7% | +111.6% | +589.0% | +541.3% |
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