+1,684.5%
PLTR vs SBAC
-35.0%
+1,719.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.1% |
| 7D | 0.0% | +0.2% | -0.1% | +0.1% |
| 30D | -3.3% | +3.9% | -7.1% | -4.4% |
| 3M | +28.4% | -8.2% | +36.5% | +31.6% |
| 6M | +8.4% | -2.8% | +11.2% | +7.7% |
| YTD | -4.6% | -1.5% | -3.1% | -6.2% |
| 1Y | +4.4% | 0.0% | +4.4% | +1.8% |
| 3Y | +1,020.5% | -8.4% | +1,028.9% | +972.1% |
| 5Y | +548.8% | -43.5% | +592.3% | +716.0% |
| All | +1,684.5% | -35.0% | +1,719.6% | +2,015.6% |
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