+258.5%
OKE vs SBAC
+87.1%
+171.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.3% |
| 7D | +1.2% | -2.1% | +3.3% | +1.8% |
| 30D | +4.5% | +2.0% | +2.5% | +3.8% |
| 3M | +9.6% | -8.3% | +17.9% | +11.9% |
| 6M | +15.4% | +0.3% | +15.1% | +13.6% |
| YTD | +36.5% | -2.2% | +38.7% | +35.0% |
| 1Y | +39.0% | -4.6% | +43.6% | +38.3% |
| 3Y | +74.3% | -8.3% | +82.6% | +70.8% |
| 5Y | +141.2% | -42.8% | +184.0% | +175.7% |
| All | +258.5% | +87.1% | +171.4% | +174.0% |
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