+15.5%
SM vs SBAC
+114.8%
-99.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | +9.4% | +0.6% | +8.8% | +9.3% |
| 30D | -14.4% | +5.5% | -19.8% | -15.1% |
| 3M | +1.6% | +3.1% | -1.5% | +0.8% |
| 6M | +6.3% | -7.0% | +13.4% | +7.1% |
| YTD | +78.8% | +0.5% | +78.3% | +76.8% |
| 1Y | +83.1% | +0.2% | +82.9% | +81.1% |
| 3Y | -5.9% | -7.4% | +1.4% | -7.5% |
| 5Y | +4.8% | -39.7% | +44.5% | +11.4% |
| All | +15.5% | +114.8% | -99.3% | +11.2% |
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