+686.6%
P vs SBAC
+93.8%
+592.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +4.0% |
| 7D | -23.8% | +1.2% | -25.0% | -24.1% |
| 30D | -36.6% | +11.2% | -47.8% | -38.5% |
| 3M | +10.9% | +4.5% | +6.4% | +9.2% |
| 6M | +30.0% | -12.2% | +42.1% | +32.9% |
| YTD | +44.4% | -0.1% | +44.5% | +40.6% |
| 1Y | +3.9% | -0.3% | +4.2% | +1.1% |
| 3Y | +176.6% | -8.7% | +185.3% | +163.7% |
| 5Y | +249.3% | -40.2% | +289.4% | +296.3% |
| All | +686.6% | +93.8% | +592.8% | +521.9% |
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