+20.3%
SM vs SBAC
+78.4%
-58.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | +20.3% | +3.9% | +16.4% | +19.5% |
| 3M | +22.9% | -8.2% | +31.1% | +24.4% |
| 6M | +47.8% | -2.8% | +50.6% | +47.3% |
| YTD | +107.5% | -1.5% | +109.0% | +106.2% |
| 1Y | +51.7% | 0.0% | +51.7% | +50.3% |
| 3Y | -0.9% | -8.4% | +7.5% | -2.3% |
| 5Y | +112.2% | -43.5% | +155.8% | +128.1% |
| 10Y | +20.3% | +86.9% | -66.6% | +11.9% |
| All | +20.3% | +78.4% | -58.0% | +11.9% |
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