+481.9%
NYT vs SBAC
+87.1%
+394.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.8% | 0.0% |
| 7D | -0.6% | -2.1% | +1.5% | -0.1% |
| 30D | +4.6% | +2.0% | +2.6% | +4.1% |
| 3M | -9.6% | -8.3% | -1.3% | -7.9% |
| 6M | -14.0% | +0.3% | -14.3% | -14.8% |
| YTD | -2.8% | -2.2% | -0.6% | -3.4% |
| 1Y | +15.6% | -4.6% | +20.2% | +15.5% |
| 3Y | +56.3% | -8.3% | +64.6% | +54.5% |
| 5Y | +39.5% | -42.8% | +82.3% | +54.9% |
| All | +481.9% | +87.1% | +394.8% | +455.7% |
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