-24.0%
NKE vs SBAC
+87.1%
-111.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.2% |
| 7D | -4.2% | -2.1% | -2.1% | -3.6% |
| 30D | -8.2% | +2.0% | -10.2% | -8.7% |
| 3M | -19.1% | -8.3% | -10.8% | -17.3% |
| 6M | -32.6% | +0.3% | -33.0% | -33.6% |
| YTD | -40.7% | -2.2% | -38.5% | -41.3% |
| 1Y | -48.9% | -4.6% | -44.2% | -49.1% |
| 3Y | -59.2% | -8.3% | -50.9% | -60.2% |
| 5Y | -75.3% | -42.8% | -32.5% | -71.7% |
| All | -24.0% | +87.1% | -111.1% | -38.2% |
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