+1,681.1%
PLTR vs SBAC
-33.8%
+1,714.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.3% |
| 7D | -5.1% | +3.0% | -8.1% | -6.1% |
| 30D | -19.1% | +4.3% | -23.4% | -20.4% |
| 3M | -1.6% | +4.1% | -5.8% | -3.3% |
| 6M | +22.8% | -11.6% | +34.4% | +26.7% |
| YTD | -4.8% | +0.4% | -5.2% | -7.4% |
| 1Y | -4.9% | -1.1% | -3.8% | -7.0% |
| 3Y | +826.1% | -7.3% | +833.4% | +779.5% |
| 5Y | +597.7% | -40.8% | +638.5% | +766.8% |
| All | +1,681.1% | -33.8% | +1,714.8% | +1,988.6% |
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