+559.3%
ROKU vs SBAC
+44.1%
+515.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.4% |
| 7D | -0.4% | -2.1% | +1.7% | +0.5% |
| 30D | +2.1% | +2.0% | +0.1% | +1.1% |
| 3M | +29.5% | -8.3% | +37.8% | +33.8% |
| 6M | +53.8% | +0.3% | +53.5% | +50.3% |
| YTD | +42.8% | -2.2% | +45.0% | +40.6% |
| 1Y | +60.7% | -4.6% | +65.4% | +59.8% |
| 3Y | +83.9% | -8.3% | +92.2% | +77.4% |
| 5Y | -52.8% | -42.8% | -10.0% | -41.5% |
| All | +559.3% | +44.1% | +515.2% | +422.2% |
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 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