+372.3%
SE vs SBAC
+42.5%
+329.9%
-90.5%
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 | 0.0% | +3.6% | -3.6% | -1.4% |
| 30D | -19.4% | +4.9% | -24.3% | -21.0% |
| 3M | -33.1% | +6.5% | -39.6% | -35.0% |
| 6M | -11.4% | -11.1% | -0.3% | -8.0% |
| YTD | -39.8% | +0.9% | -40.7% | -41.8% |
| 1Y | -50.5% | -1.6% | -48.9% | -51.7% |
| 3Y | +68.9% | -7.0% | +75.8% | +58.8% |
| 5Y | -77.1% | -39.2% | -37.9% | -71.9% |
| All | +372.3% | +42.5% | +329.9% | +247.6% |
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