+591.8%
ON vs SBAC
+78.4%
+513.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -1.9% | +0.2% | -2.1% | -1.9% |
| 30D | -11.0% | +3.9% | -14.9% | -12.1% |
| 3M | -39.3% | -8.2% | -31.2% | -38.2% |
| 6M | +19.8% | -2.8% | +22.6% | +18.2% |
| YTD | +31.1% | -1.5% | +32.6% | +28.2% |
| 1Y | +46.0% | 0.0% | +46.0% | +41.6% |
| 3Y | -27.5% | -8.4% | -19.1% | -30.1% |
| 5Y | +56.9% | -43.5% | +100.4% | +84.1% |
| 10Y | +591.8% | +86.9% | +504.9% | +440.3% |
| All | +591.8% | +78.4% | +513.4% | +440.3% |
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