+605.8%
MSCI vs SBAC
+76.8%
+529.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.6% |
| 7D | -2.1% | -0.1% | -2.0% | -2.0% |
| 30D | -1.7% | +3.2% | -5.0% | -3.1% |
| 3M | -8.2% | -5.1% | -3.2% | -6.4% |
| 6M | -2.4% | -2.1% | -0.3% | -3.5% |
| YTD | -2.8% | -0.5% | -2.3% | -5.2% |
| 1Y | -2.7% | +1.1% | -3.8% | -6.1% |
| 3Y | +7.3% | -7.4% | +14.7% | +3.8% |
| 5Y | -11.4% | -44.3% | +32.9% | +12.7% |
| 10Y | +605.8% | +77.6% | +528.3% | +469.5% |
| All | +605.8% | +76.8% | +529.0% | +469.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling