+197.2%
SO vs SBAC
+114.2%
+83.1%
-38.4%
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% | +0.5% |
| 7D | +0.8% | -2.8% | +3.6% | +1.8% |
| 30D | +7.8% | +3.1% | +4.7% | +6.4% |
| 3M | +2.9% | +5.1% | -2.2% | +0.5% |
| 6M | +2.5% | -11.4% | +13.9% | +6.2% |
| YTD | +10.3% | +0.2% | +10.1% | +7.4% |
| 1Y | +6.4% | -3.9% | +10.3% | +5.4% |
| 3Y | +52.8% | -7.7% | +60.5% | +51.1% |
| 5Y | +78.7% | -39.7% | +118.4% | +107.5% |
| All | +197.2% | +114.2% | +83.1% | +137.5% |
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