-47.8%
S vs SBAC
-35.6%
-12.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.9% |
| 7D | +2.0% | +0.6% | +1.4% | +1.8% |
| 30D | -2.7% | +5.5% | -8.2% | -4.6% |
| 3M | -6.9% | +3.1% | -10.0% | -8.2% |
| 6M | +38.1% | -7.0% | +45.1% | +40.5% |
| YTD | +48.0% | +0.5% | +47.5% | +43.2% |
| 1Y | +34.5% | +0.2% | +34.2% | +30.2% |
| 3Y | +38.3% | -7.4% | +45.7% | +31.2% |
| 5Y | -70.9% | -39.7% | -31.2% | -60.9% |
| All | -47.8% | -35.6% | -12.2% | -40.8% |
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