+1,449.6%
NET vs SBAC
-14.8%
+1,464.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.5% |
| 7D | -7.0% | -0.8% | -6.2% | -6.6% |
| 30D | -4.8% | +6.9% | -11.7% | -7.4% |
| 3M | +3.8% | -8.2% | +12.1% | +6.9% |
| 6M | +50.0% | -1.6% | +51.7% | +47.1% |
| YTD | +41.5% | -0.1% | +41.6% | +37.0% |
| 1Y | +32.8% | -0.5% | +33.3% | +28.3% |
| 3Y | +335.9% | -9.1% | +344.9% | +315.7% |
| 5Y | +113.8% | -43.8% | +157.6% | +172.3% |
| All | +1,449.6% | -14.8% | +1,464.3% | +1,577.0% |
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