-54.3%
S vs SBAC
-36.2%
-18.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -5.8% | -0.1% | -5.8% | -5.8% |
| 30D | -9.2% | +3.2% | -12.4% | -10.3% |
| 3M | +23.4% | -5.1% | +28.4% | +25.0% |
| 6M | +36.9% | -2.1% | +39.0% | +35.2% |
| YTD | +29.5% | -0.5% | +30.0% | +26.2% |
| 1Y | +5.4% | +1.1% | +4.3% | +1.8% |
| 3Y | +14.7% | -7.4% | +22.1% | +8.6% |
| 5Y | -71.5% | -44.3% | -27.2% | -60.7% |
| All | -54.3% | -36.2% | -18.1% | -47.8% |
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