-48.0%
SMR vs SBAC
-35.2%
-12.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +1.9% | -2.8% | +4.7% | +2.2% |
| 30D | -21.9% | +3.1% | -25.1% | -22.2% |
| 3M | -47.1% | +5.1% | -52.3% | -47.4% |
| 6M | -60.6% | -11.4% | -49.2% | -60.2% |
| YTD | -63.1% | +0.2% | -63.3% | -63.4% |
| 1Y | -80.4% | -3.9% | -76.5% | -80.4% |
| 3Y | +150.2% | -7.7% | +157.9% | +149.1% |
| All | -48.0% | -35.2% | -12.8% | -45.3% |
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