+376.0%
NDAQ vs SBAC
+76.8%
+299.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -2.6% | -0.1% | -2.5% | -2.5% |
| 30D | +0.5% | +3.2% | -2.8% | -0.6% |
| 3M | +9.9% | -5.1% | +15.0% | +11.5% |
| 6M | +8.2% | -2.1% | +10.3% | +7.6% |
| YTD | -1.5% | -0.5% | -1.0% | -3.1% |
| 1Y | +1.3% | +1.1% | +0.2% | -1.1% |
| 3Y | +92.6% | -7.4% | +100.0% | +88.4% |
| 5Y | +53.8% | -44.3% | +98.2% | +83.6% |
| 10Y | +376.0% | +77.6% | +298.4% | +317.1% |
| All | +376.0% | +76.8% | +299.2% | +317.1% |
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