+1,381.0%
NET vs SBAC
-12.0%
+1,393.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.8% | -8.4% | -4.9% |
| 7D | -16.4% | +5.8% | -22.2% | -18.3% |
| 30D | -25.8% | +20.8% | -46.6% | -31.6% |
| 3M | -11.5% | +4.8% | -16.3% | -13.7% |
| 6M | +18.9% | -9.1% | +28.0% | +22.1% |
| YTD | +35.2% | +3.1% | +32.1% | +28.5% |
| 1Y | +14.5% | +2.2% | +12.3% | +9.1% |
| 3Y | +313.8% | -8.4% | +322.2% | +293.4% |
| 5Y | +32.6% | -38.6% | +71.2% | +62.5% |
| All | +1,381.0% | -12.0% | +1,393.0% | +1,473.1% |
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