+707.9%
P vs SBAC
+97.3%
+610.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.2% |
| 7D | -9.6% | +3.0% | -12.6% | -10.3% |
| 30D | -33.4% | +4.3% | -37.7% | -34.3% |
| 3M | +14.2% | +4.1% | +10.1% | +12.6% |
| 6M | +31.6% | -11.6% | +43.2% | +34.4% |
| YTD | +53.5% | +0.4% | +53.1% | +49.2% |
| 1Y | +14.2% | -1.1% | +15.3% | +11.5% |
| 3Y | +190.5% | -7.3% | +197.8% | +175.2% |
| 5Y | +256.3% | -40.8% | +297.1% | +307.1% |
| 10Y | +707.9% | +103.0% | +604.9% | +515.0% |
| All | +707.9% | +97.3% | +610.6% | +515.0% |
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