+597.0%
SE vs SBAC
+40.4%
+556.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -0.1% | +3.2% | -3.3% | -1.4% |
| 3M | +34.1% | -5.1% | +39.2% | +36.1% |
| 6M | +23.2% | -2.1% | +25.3% | +21.9% |
| YTD | -11.2% | -0.5% | -10.7% | -13.4% |
| 1Y | -40.5% | +1.1% | -41.7% | -42.7% |
| 3Y | +196.3% | -7.4% | +203.7% | +178.4% |
| 5Y | -67.0% | -44.3% | -22.7% | -57.6% |
| All | +597.0% | +40.4% | +556.6% | +417.5% |
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