+687.9%
NFLX vs SBAC
+78.4%
+609.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.7% |
| 7D | -8.1% | +0.2% | -8.3% | -8.1% |
| 30D | -0.3% | +3.9% | -4.2% | -1.3% |
| 3M | -6.6% | -8.2% | +1.6% | -4.8% |
| 6M | -22.7% | -2.8% | -19.9% | -22.9% |
| YTD | -18.9% | -1.5% | -17.4% | -19.5% |
| 1Y | -39.8% | 0.0% | -39.8% | -40.7% |
| 3Y | +71.7% | -8.4% | +80.1% | +68.1% |
| 5Y | +27.2% | -43.5% | +70.8% | +45.0% |
| 10Y | +687.9% | +86.9% | +601.0% | +517.5% |
| All | +687.9% | +78.4% | +609.5% | +517.5% |
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