+40.4%
PL vs SBAC
-30.7%
+71.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.7% |
| 7D | +22.3% | -2.7% | +25.0% | +23.3% |
| 30D | -8.3% | +3.3% | -11.6% | -9.6% |
| 3M | -43.3% | +3.3% | -46.6% | -44.2% |
| 6M | -65.8% | -10.9% | -54.9% | -64.9% |
| YTD | -29.5% | -1.0% | -28.5% | -31.4% |
| 1Y | +11.7% | -4.5% | +16.2% | +10.5% |
| 3Y | +540.6% | -8.7% | +549.3% | +516.4% |
| 5Y | +32.9% | -40.6% | +73.5% | +52.0% |
| All | +40.4% | -30.7% | +71.1% | +60.2% |
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