+500.9%
MAR vs SBAC
+110.3%
+390.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.8% | -0.7% |
| 7D | +1.8% | -3.4% | +5.1% | +2.4% |
| 30D | +14.3% | +2.6% | +11.7% | +13.7% |
| 3M | +20.0% | +2.6% | +17.4% | +19.2% |
| 6M | +21.7% | -11.5% | +33.3% | +23.8% |
| YTD | +37.7% | -1.6% | +39.3% | +36.9% |
| 1Y | +46.8% | -5.1% | +51.9% | +46.9% |
| 3Y | +121.0% | -9.3% | +130.4% | +119.2% |
| 5Y | +183.1% | -41.0% | +224.1% | +204.3% |
| All | +500.9% | +110.3% | +390.7% | +444.5% |
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