+227.1%
LOW vs SBAC
+83.0%
+144.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | 0.0% |
| 7D | -2.6% | -5.3% | +2.6% | -0.7% |
| 30D | -11.1% | +0.4% | -11.5% | -11.3% |
| 3M | -8.5% | -11.9% | +3.4% | -4.7% |
| 6M | -20.8% | -4.5% | -16.4% | -20.8% |
| YTD | -17.2% | -4.3% | -12.9% | -17.4% |
| 1Y | -24.7% | -3.9% | -20.8% | -25.2% |
| 3Y | -9.7% | -11.0% | +1.3% | -9.7% |
| 5Y | +6.0% | -44.1% | +50.1% | +26.0% |
| All | +227.1% | +83.0% | +144.1% | +203.0% |
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