+267.7%
SAN vs SBAC
+114.8%
+152.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | +4.0% | +0.6% | +3.4% | +3.9% |
| 30D | -7.8% | +5.5% | -13.3% | -8.9% |
| 3M | -16.4% | +3.1% | -19.4% | -17.0% |
| 6M | +3.5% | -7.0% | +10.6% | +4.5% |
| YTD | +6.7% | +0.5% | +6.2% | +5.2% |
| 1Y | +14.5% | +0.2% | +14.3% | +12.9% |
| 3Y | +243.5% | -7.4% | +250.9% | +240.6% |
| 5Y | +296.2% | -39.7% | +335.9% | +328.9% |
| All | +267.7% | +114.8% | +152.9% | +240.3% |
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