+163.9%
SO vs SBAC
+80.2%
+83.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | -3.2% | +3.2% | -6.4% | -4.4% |
| 3M | -1.7% | -5.1% | +3.3% | -0.2% |
| 6M | -7.2% | -2.1% | -5.1% | -8.1% |
| YTD | +4.6% | -0.5% | +5.1% | +2.6% |
| 1Y | +1.2% | +1.1% | +0.1% | -1.6% |
| 3Y | +45.3% | -7.4% | +52.7% | +43.5% |
| 5Y | +58.7% | -44.3% | +103.0% | +91.6% |
| All | +163.9% | +80.2% | +83.7% | +106.4% |
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