+308.7%
SPGI vs SBAC
+78.4%
+230.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.1% |
| 7D | +0.1% | -0.8% | +0.9% | +0.5% |
| 30D | +8.4% | +6.9% | +1.5% | +5.5% |
| 3M | +11.8% | -8.2% | +20.1% | +15.4% |
| 6M | +5.7% | -1.6% | +7.4% | +4.6% |
| YTD | -9.7% | -0.1% | -9.6% | -11.6% |
| 1Y | -12.5% | -0.5% | -12.0% | -14.4% |
| 3Y | +21.8% | -9.1% | +30.9% | +20.0% |
| 5Y | +8.2% | -43.8% | +52.0% | +33.2% |
| All | +308.7% | +78.4% | +230.2% | +247.1% |
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