+55.3%
O vs SBAC
+78.4%
-23.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.1% |
| 7D | -2.3% | +0.2% | -2.4% | -2.3% |
| 30D | -2.4% | +3.9% | -6.3% | -4.0% |
| 3M | -0.6% | -8.2% | +7.6% | +2.5% |
| 6M | -5.0% | -2.8% | -2.2% | -5.8% |
| YTD | +10.4% | -1.5% | +11.9% | +8.5% |
| 1Y | +6.6% | 0.0% | +6.5% | +3.7% |
| 3Y | +28.4% | -8.4% | +36.8% | +27.4% |
| 5Y | +15.3% | -43.5% | +58.8% | +40.7% |
| 10Y | +55.3% | +86.9% | -31.6% | +9.7% |
| All | +55.3% | +78.4% | -23.1% | +9.7% |
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