+340.4%
RF vs SBAC
+78.4%
+262.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | +1.3% | -0.8% | +2.1% | +1.5% |
| 30D | -3.6% | +6.9% | -10.5% | -5.2% |
| 3M | +8.1% | -8.2% | +16.3% | +10.0% |
| 6M | +11.5% | -1.6% | +13.1% | +10.8% |
| YTD | +15.6% | -0.1% | +15.7% | +14.0% |
| 1Y | +15.7% | -0.5% | +16.1% | +14.1% |
| 3Y | +86.9% | -9.1% | +96.0% | +85.1% |
| 5Y | +89.8% | -43.8% | +133.6% | +110.4% |
| All | +340.4% | +78.4% | +262.0% | +378.4% |
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