+99.2%
PSA vs SBAC
+83.0%
+16.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +1.2% |
| 7D | -3.6% | -5.3% | +1.6% | -1.4% |
| 30D | -9.4% | +0.4% | -9.8% | -9.6% |
| 3M | -8.2% | -11.9% | +3.7% | -3.7% |
| 6M | -1.8% | -4.5% | +2.6% | -1.6% |
| YTD | +15.7% | -4.3% | +20.1% | +15.7% |
| 1Y | +6.3% | -3.9% | +10.2% | +5.8% |
| 3Y | +21.6% | -11.0% | +32.6% | +23.7% |
| 5Y | +13.5% | -44.1% | +57.5% | +38.7% |
| All | +99.2% | +83.0% | +16.2% | +78.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling