-7.1%
M vs SBAC
+109.8%
-116.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -3.3% | -2.8% | -0.5% | -2.7% |
| 30D | +8.1% | +3.1% | +5.0% | +7.5% |
| 3M | +2.2% | +5.1% | -2.9% | +1.2% |
| 6M | +35.1% | -11.4% | +46.5% | +37.8% |
| YTD | +15.8% | +0.2% | +15.6% | +14.6% |
| 1Y | +25.8% | -3.9% | +29.8% | +25.6% |
| 3Y | +156.2% | -7.7% | +163.9% | +153.1% |
| 5Y | -2.4% | -39.7% | +37.4% | +4.7% |
| 10Y | -7.1% | +111.9% | -119.0% | -27.3% |
| All | -7.1% | +109.8% | -116.9% | -27.3% |
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