+810.7%
MOD vs SBAC
+110.3%
+700.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.4% |
| 7D | +16.1% | -3.4% | +19.5% | +16.5% |
| 30D | -38.5% | +2.6% | -41.1% | -38.9% |
| 3M | -46.8% | +2.6% | -49.4% | -47.2% |
| 6M | -61.6% | -11.5% | -50.1% | -61.2% |
| YTD | -20.5% | -1.6% | -18.9% | -21.3% |
| 1Y | -28.0% | -5.1% | -22.9% | -28.3% |
| 3Y | +134.9% | -9.3% | +144.3% | +130.0% |
| 5Y | +833.2% | -41.0% | +874.1% | +890.3% |
| All | +810.7% | +110.3% | +700.5% | +915.9% |
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