+91.4%
IT vs SBAC
+78.4%
+13.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.3% |
| 7D | -9.1% | +0.2% | -9.3% | -9.1% |
| 30D | -12.2% | +3.9% | -16.0% | -13.2% |
| 3M | +7.8% | -8.2% | +16.0% | +11.0% |
| 6M | +2.0% | -2.8% | +4.8% | +2.2% |
| YTD | -32.7% | -1.5% | -31.2% | -33.1% |
| 1Y | -31.1% | 0.0% | -31.1% | -32.0% |
| 3Y | -52.1% | -8.4% | -43.7% | -52.1% |
| 5Y | -46.3% | -43.5% | -2.7% | -36.9% |
| 10Y | +91.4% | +86.9% | +4.4% | +68.8% |
| All | +91.4% | +78.4% | +13.0% | +68.8% |
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