+4,789.7%
SITM vs SBAC
-14.8%
+4,804.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +4.6% |
| 7D | +3.9% | -2.1% | +5.9% | +4.8% |
| 30D | -6.6% | +2.0% | -8.6% | -7.6% |
| 3M | -11.9% | -8.3% | -3.6% | -9.4% |
| 6M | +81.1% | +0.3% | +80.8% | +75.9% |
| YTD | +80.0% | -2.2% | +82.2% | +75.9% |
| 1Y | +145.8% | -4.6% | +150.5% | +142.5% |
| 3Y | +475.9% | -8.3% | +484.2% | +432.1% |
| 5Y | +189.2% | -42.8% | +232.0% | +267.3% |
| All | +4,789.7% | -14.8% | +4,804.5% | +5,688.8% |
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