-3.4%
M vs SBAC
+76.8%
-80.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | +2.4% | -0.1% | +2.4% | +2.4% |
| 30D | -11.6% | +3.2% | -14.9% | -12.2% |
| 3M | +1.6% | -5.1% | +6.7% | +2.4% |
| 6M | +25.2% | -2.1% | +27.3% | +24.8% |
| YTD | +3.8% | -0.5% | +4.3% | +2.9% |
| 1Y | +36.3% | +1.1% | +35.2% | +34.6% |
| 3Y | +116.3% | -7.4% | +123.8% | +113.4% |
| 5Y | +28.2% | -44.3% | +72.5% | +38.9% |
| 10Y | -3.4% | +77.6% | -80.9% | -11.7% |
| All | -3.4% | +76.8% | -80.2% | -11.7% |
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