+228.8%
SAP vs SBAC
+111.4%
+117.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | +1.5% | +3.6% | -2.2% | +0.5% |
| 30D | +8.8% | +4.9% | +3.9% | +7.3% |
| 3M | +12.1% | +6.5% | +5.6% | +9.9% |
| 6M | +34.6% | -11.1% | +45.7% | +38.4% |
| YTD | -2.1% | +0.9% | -3.0% | -3.9% |
| 1Y | -5.5% | -1.6% | -4.0% | -6.6% |
| 3Y | +67.4% | -7.0% | +74.4% | +64.3% |
| 5Y | +74.6% | -39.2% | +113.8% | +96.0% |
| All | +228.8% | +111.4% | +117.5% | +157.6% |
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