+222.9%
SAP vs SBAC
+97.3%
+125.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +1.6% | +3.0% | -1.3% | +0.8% |
| 30D | +10.5% | +4.3% | +6.2% | +9.2% |
| 3M | +15.2% | +4.1% | +11.0% | +13.6% |
| 6M | +36.7% | -11.6% | +48.3% | +40.8% |
| YTD | -0.6% | +0.4% | -0.9% | -2.2% |
| 1Y | -4.1% | -1.1% | -3.0% | -5.4% |
| 3Y | +73.2% | -7.3% | +80.5% | +70.1% |
| 5Y | +74.1% | -40.8% | +114.9% | +97.2% |
| 10Y | +222.9% | +103.0% | +120.0% | +156.3% |
| All | +222.9% | +97.3% | +125.7% | +156.3% |
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