+286.6%
SONY vs SBAC
+87.1%
+199.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.0% |
| 7D | -2.7% | -2.1% | -0.6% | -2.1% |
| 30D | +1.5% | +2.0% | -0.5% | +1.0% |
| 3M | +13.0% | -8.3% | +21.3% | +15.4% |
| 6M | +11.2% | +0.3% | +10.9% | +9.6% |
| YTD | -6.6% | -2.2% | -4.4% | -7.5% |
| 1Y | -18.1% | -4.6% | -13.5% | -18.4% |
| 3Y | +42.1% | -8.3% | +50.4% | +39.6% |
| 5Y | +11.0% | -42.8% | +53.9% | +26.5% |
| All | +286.6% | +87.1% | +199.4% | +187.8% |
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