+966.8%
MOD vs SBAC
+97.3%
+869.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.5% | +9.4% | +9.8% |
| 7D | -13.9% | +3.0% | -16.9% | -14.3% |
| 30D | -41.5% | +4.3% | -45.8% | -41.9% |
| 3M | -45.7% | +4.1% | -49.9% | -46.1% |
| 6M | -61.1% | -11.6% | -49.5% | -60.7% |
| YTD | -20.5% | +0.4% | -20.9% | -21.4% |
| 1Y | -32.1% | -1.1% | -31.0% | -32.7% |
| 3Y | +146.5% | -7.3% | +153.7% | +140.9% |
| 5Y | +812.7% | -40.8% | +853.5% | +868.1% |
| 10Y | +966.8% | +103.0% | +863.9% | +1,140.9% |
| All | +966.8% | +97.3% | +869.6% | +1,140.9% |
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