+352.1%
IDXX vs SBAC
+87.1%
+265.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.3% |
| 7D | -5.7% | -2.1% | -3.6% | -4.9% |
| 30D | -11.5% | +2.0% | -13.6% | -12.4% |
| 3M | -9.5% | -8.3% | -1.2% | -6.7% |
| 6M | -16.0% | +0.3% | -16.3% | -17.8% |
| YTD | -25.4% | -2.2% | -23.2% | -26.6% |
| 1Y | -21.8% | -4.6% | -17.1% | -22.2% |
| 3Y | +7.0% | -8.3% | +15.3% | +4.8% |
| 5Y | -26.0% | -42.8% | +16.9% | -8.9% |
| All | +352.1% | +87.1% | +265.0% | +279.4% |
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