+89.2%
IT vs SBAC
+114.8%
-25.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.2% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | -1.8% | +5.5% | -7.3% | -3.7% |
| 3M | +4.8% | +3.1% | +1.8% | +3.4% |
| 6M | +33.0% | -7.0% | +40.0% | +35.8% |
| YTD | -23.8% | +0.5% | -24.3% | -25.1% |
| 1Y | -16.5% | +0.2% | -16.7% | -17.8% |
| 3Y | -53.6% | -7.4% | -46.3% | -53.9% |
| 5Y | -42.1% | -39.7% | -2.4% | -33.5% |
| All | +89.2% | +114.8% | -25.6% | +55.1% |
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