+61.9%
SNY vs SBAC
+87.1%
-25.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.4% |
| 7D | -3.3% | -2.1% | -1.2% | -2.9% |
| 30D | -2.2% | +2.0% | -4.2% | -2.6% |
| 3M | -3.0% | -8.3% | +5.3% | -1.4% |
| 6M | +2.7% | +0.3% | +2.4% | +1.8% |
| YTD | -6.8% | -2.2% | -4.6% | -7.3% |
| 1Y | -5.3% | -4.6% | -0.6% | -5.3% |
| 3Y | -9.8% | -8.3% | -1.5% | -10.1% |
| 5Y | +9.7% | -42.8% | +52.5% | +20.9% |
| All | +61.9% | +87.1% | -25.2% | +44.9% |
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