+194.9%
SO vs SBAC
+103.9%
+91.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -0.1% | +3.6% | -3.8% | -1.5% |
| 30D | +8.7% | +4.9% | +3.8% | +6.5% |
| 3M | +3.4% | +6.5% | -3.1% | +0.5% |
| 6M | +3.7% | -11.1% | +14.8% | +7.3% |
| YTD | +10.0% | +0.9% | +9.1% | +6.9% |
| 1Y | +6.6% | -1.6% | +8.1% | +4.6% |
| 3Y | +52.5% | -7.0% | +59.5% | +50.4% |
| 5Y | +76.1% | -39.2% | +115.3% | +103.7% |
| 10Y | +194.9% | +111.4% | +83.5% | +136.4% |
| All | +194.9% | +103.9% | +91.0% | +136.4% |
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