+337.2%
IR vs SBAC
+61.5%
+275.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.7% |
| 7D | +4.3% | -3.4% | +7.6% | +5.0% |
| 30D | +8.1% | +2.6% | +5.5% | +7.3% |
| 3M | +0.7% | +2.6% | -1.9% | -0.1% |
| 6M | +16.6% | -11.5% | +28.1% | +18.9% |
| YTD | +7.8% | -1.6% | +9.4% | +6.7% |
| 1Y | +9.9% | -5.1% | +15.0% | +9.8% |
| 3Y | +25.2% | -9.3% | +34.6% | +23.7% |
| 5Y | +46.8% | -41.0% | +87.8% | +60.9% |
| All | +337.2% | +61.5% | +275.7% | +284.6% |
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