+906.4%
MOD vs SBAC
+93.8%
+812.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.6% | +5.9% |
| 7D | -25.5% | +1.2% | -26.8% | -25.7% |
| 30D | -49.0% | +11.2% | -60.2% | -49.7% |
| 3M | -49.8% | +4.5% | -54.3% | -50.2% |
| 6M | -64.8% | -12.2% | -52.6% | -64.4% |
| YTD | -27.6% | -0.1% | -27.5% | -28.4% |
| 1Y | -35.2% | -0.3% | -34.9% | -35.8% |
| 3Y | +137.1% | -8.7% | +145.9% | +132.6% |
| 5Y | +760.3% | -40.2% | +800.4% | +808.9% |
| All | +906.4% | +93.8% | +812.6% | +1,068.8% |
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