+144.8%
IBM vs SBAC
+110.3%
+34.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.0% |
| 7D | -0.3% | -3.4% | +3.1% | +0.5% |
| 30D | +6.8% | +2.6% | +4.1% | +6.0% |
| 3M | +4.4% | +2.6% | +1.8% | +3.5% |
| 6M | +13.2% | -11.5% | +24.7% | +15.7% |
| YTD | -15.1% | -1.6% | -13.5% | -16.2% |
| 1Y | -20.2% | -5.1% | -15.1% | -20.5% |
| 3Y | +79.3% | -9.3% | +88.6% | +77.6% |
| 5Y | +147.5% | -41.0% | +188.4% | +172.0% |
| All | +144.8% | +110.3% | +34.5% | +104.4% |
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