+785.4%
MSCI vs SBAC
+93.8%
+691.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.4% |
| 7D | +2.8% | +1.2% | +1.6% | +2.3% |
| 30D | +15.4% | +11.2% | +4.2% | +9.8% |
| 3M | +13.4% | +4.5% | +9.0% | +10.8% |
| 6M | +10.9% | -12.2% | +23.1% | +16.4% |
| YTD | +13.0% | -0.1% | +13.1% | +9.6% |
| 1Y | +12.0% | -0.3% | +12.3% | +8.6% |
| 3Y | +34.1% | -8.7% | +42.8% | +30.8% |
| 5Y | +3.9% | -40.2% | +44.1% | +27.1% |
| All | +785.4% | +93.8% | +691.6% | +630.0% |
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