+342.3%
SAN vs SBAC
+80.2%
+262.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | +1.1% | +3.2% | -2.2% | +0.4% |
| 3M | +22.2% | -5.1% | +27.3% | +23.1% |
| 6M | +36.0% | -2.1% | +38.1% | +35.4% |
| YTD | +28.2% | -0.5% | +28.8% | +26.9% |
| 1Y | +54.1% | +1.1% | +53.0% | +51.7% |
| 3Y | +354.2% | -7.4% | +361.7% | +350.2% |
| 5Y | +387.3% | -44.3% | +431.6% | +438.3% |
| All | +342.3% | +80.2% | +262.1% | +280.6% |
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