+349.5%
MTUM vs SBAC
+87.1%
+262.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.7% |
| 7D | +0.7% | -2.1% | +2.8% | +1.3% |
| 30D | -2.4% | +2.0% | -4.4% | -3.0% |
| 3M | -3.6% | -8.3% | +4.7% | -1.9% |
| 6M | +23.7% | +0.3% | +23.3% | +21.4% |
| YTD | +22.9% | -2.2% | +25.1% | +21.2% |
| 1Y | +21.8% | -4.6% | +26.4% | +20.8% |
| 3Y | +114.4% | -8.3% | +122.7% | +108.1% |
| 5Y | +79.6% | -42.8% | +122.4% | +105.7% |
| All | +349.5% | +87.1% | +262.3% | +258.4% |
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