+433.8%
MAR vs SBAC
+87.1%
+346.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.3% |
| 7D | -0.5% | -2.1% | +1.6% | -0.2% |
| 30D | -5.4% | +2.0% | -7.4% | -5.8% |
| 3M | -15.5% | -8.3% | -7.2% | -14.4% |
| 6M | +3.0% | +0.3% | +2.6% | +2.3% |
| YTD | +8.5% | -2.2% | +10.7% | +8.2% |
| 1Y | +26.0% | -4.6% | +30.6% | +26.1% |
| 3Y | +68.6% | -8.3% | +76.9% | +66.9% |
| 5Y | +157.4% | -42.8% | +200.2% | +178.0% |
| All | +433.8% | +87.1% | +346.7% | +399.7% |
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