+86.9%
SBAC vs SPY
+312.5%
-225.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.7% |
| 7D | +0.2% | -0.4% | +0.5% | +0.4% |
| 30D | +3.9% | -1.4% | +5.2% | +4.8% |
| 3M | -8.2% | +3.7% | -11.9% | -10.6% |
| 6M | -2.8% | +13.0% | -15.8% | -10.8% |
| YTD | -1.5% | +12.4% | -13.9% | -9.4% |
| 1Y | 0.0% | +18.5% | -18.5% | -11.4% |
| 3Y | -8.4% | +77.6% | -86.0% | -41.3% |
| 5Y | -43.5% | +81.7% | -125.2% | -64.7% |
| 10Y | +86.9% | +319.7% | -232.7% | -38.1% |
| All | +86.9% | +312.5% | -225.6% | -38.1% |
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