+239.8%
RF vs SBAC
+103.9%
+135.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | +0.3% | +3.6% | -3.3% | -0.5% |
| 30D | +6.2% | +4.9% | +1.3% | +4.9% |
| 3M | -7.8% | +6.5% | -14.3% | -9.4% |
| 6M | +5.9% | -11.1% | +17.0% | +8.3% |
| YTD | +9.0% | +0.9% | +8.1% | +7.0% |
| 1Y | +19.3% | -1.6% | +20.8% | +17.8% |
| 3Y | +116.4% | -7.0% | +123.4% | +112.8% |
| 5Y | +46.0% | -39.2% | +85.3% | +58.9% |
| 10Y | +239.8% | +111.4% | +128.4% | +267.1% |
| All | +239.8% | +103.9% | +135.9% | +267.1% |
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