+386.6%
PSX vs SBAC
+78.4%
+308.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.8% |
| 7D | +1.8% | +0.2% | +1.7% | +1.8% |
| 30D | +21.6% | +3.9% | +17.8% | +20.8% |
| 3M | +46.5% | -8.2% | +54.6% | +48.3% |
| 6M | +62.0% | -2.8% | +64.8% | +61.4% |
| YTD | +106.3% | -1.5% | +107.9% | +104.6% |
| 1Y | +103.0% | 0.0% | +102.9% | +100.5% |
| 3Y | +135.5% | -8.4% | +143.9% | +132.0% |
| 5Y | +368.5% | -43.5% | +412.0% | +411.0% |
| 10Y | +386.6% | +86.9% | +299.7% | +319.0% |
| All | +386.6% | +78.4% | +308.2% | +319.0% |
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