+820.4%
MSCI vs SBAC
+109.8%
+710.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -1.9% | -2.8% | +0.9% | -0.6% |
| 30D | +16.5% | +3.1% | +13.3% | +14.7% |
| 3M | +18.2% | +5.1% | +13.0% | +15.1% |
| 6M | +14.0% | -11.4% | +25.4% | +19.2% |
| YTD | +16.6% | +0.2% | +16.4% | +12.9% |
| 1Y | +14.8% | -3.9% | +18.7% | +13.4% |
| 3Y | +33.3% | -7.7% | +40.9% | +29.2% |
| 5Y | +9.1% | -39.7% | +48.8% | +33.1% |
| 10Y | +820.4% | +111.9% | +708.5% | +600.7% |
| All | +820.4% | +109.8% | +710.5% | +600.7% |
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