+78.9%
INFY vs SBAC
+87.1%
-8.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.8% | +0.9% |
| 7D | -5.4% | -2.1% | -3.3% | -4.9% |
| 30D | -9.9% | +2.0% | -11.9% | -10.3% |
| 3M | -4.6% | -8.3% | +3.7% | -2.6% |
| 6M | -18.5% | +0.3% | -18.8% | -19.1% |
| YTD | -36.5% | -2.2% | -34.3% | -36.9% |
| 1Y | -32.8% | -4.6% | -28.1% | -32.8% |
| 3Y | -32.2% | -8.3% | -23.9% | -33.4% |
| 5Y | -44.7% | -42.8% | -1.8% | -37.8% |
| All | +78.9% | +87.1% | -8.3% | +41.3% |
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