+489.4%
NDAQ vs SBAC
+111.6%
+377.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.5% |
| 7D | +1.7% | -2.7% | +4.4% | +2.7% |
| 30D | +16.2% | +3.3% | +12.9% | +14.8% |
| 3M | +14.0% | +3.3% | +10.7% | +12.4% |
| 6M | +22.3% | -10.9% | +33.2% | +26.3% |
| YTD | +13.0% | -1.0% | +14.0% | +11.0% |
| 1Y | +24.0% | -4.5% | +28.5% | +23.4% |
| 3Y | +117.1% | -8.7% | +125.8% | +113.6% |
| 5Y | +67.5% | -40.6% | +108.1% | +94.5% |
| All | +489.4% | +111.6% | +377.8% | +394.7% |
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