+45.2%
PL vs SBAC
-29.8%
+74.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +0.5% | +14.0% | +14.4% |
| 7D | +10.9% | +3.0% | +7.9% | +9.7% |
| 30D | -16.4% | +4.3% | -20.7% | -17.8% |
| 3M | -39.9% | +4.1% | -44.1% | -41.1% |
| 6M | -63.2% | -11.6% | -51.6% | -62.1% |
| YTD | -27.1% | +0.4% | -27.5% | -29.3% |
| 1Y | +12.2% | -1.1% | +13.3% | +9.6% |
| 3Y | +584.3% | -7.3% | +591.5% | +554.8% |
| 5Y | +37.0% | -40.8% | +77.8% | +56.1% |
| All | +45.2% | -29.8% | +74.9% | +65.0% |
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