+0.5%
M vs SBAC
+97.3%
-96.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.5% | +7.6% | +8.0% |
| 7D | +2.5% | +3.0% | -0.4% | +2.1% |
| 30D | +10.1% | +4.3% | +5.8% | +9.2% |
| 3M | -0.9% | +4.1% | -5.1% | -1.7% |
| 6M | +30.2% | -11.6% | +41.8% | +32.8% |
| YTD | +16.3% | +0.4% | +15.9% | +15.1% |
| 1Y | +27.0% | -1.1% | +28.1% | +26.0% |
| 3Y | +154.5% | -7.3% | +161.7% | +151.2% |
| 5Y | -1.1% | -40.8% | +39.7% | +6.2% |
| 10Y | +0.5% | +103.0% | -102.5% | -12.3% |
| All | +0.5% | +97.3% | -96.8% | -12.3% |
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