+117.2%
SBAC vs SPY
+307.0%
-189.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +0.6% | +2.6% | -2.0% | -1.1% |
| 30D | +5.5% | -2.0% | +7.5% | +6.6% |
| 3M | +3.1% | -2.8% | +5.9% | +4.8% |
| 6M | -7.0% | +2.1% | -9.2% | -8.8% |
| YTD | +0.5% | +11.5% | -11.0% | -7.2% |
| 1Y | +0.2% | +13.5% | -13.2% | -8.6% |
| 3Y | -7.4% | +77.7% | -85.1% | -40.8% |
| 5Y | -39.7% | +72.6% | -112.3% | -60.9% |
| All | +117.2% | +307.0% | -189.8% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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