+131.6%
IBM vs SBAC
+76.8%
+54.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | -1.5% | +3.2% | -4.7% | -2.2% |
| 3M | -16.8% | -5.1% | -11.7% | -16.0% |
| 6M | -9.0% | -2.1% | -6.9% | -9.6% |
| YTD | -20.1% | -0.5% | -19.5% | -21.1% |
| 1Y | -7.0% | +1.1% | -8.1% | -8.7% |
| 3Y | +72.4% | -7.4% | +79.8% | +69.9% |
| 5Y | +112.0% | -44.3% | +156.3% | +137.3% |
| 10Y | +131.6% | +77.6% | +54.0% | +103.2% |
| All | +131.6% | +76.8% | +54.8% | +103.2% |
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