+338.6%
SPGI vs SBAC
+109.8%
+228.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | -1.4% | -2.8% | +1.4% | -0.2% |
| 30D | +15.3% | +3.1% | +12.1% | +13.7% |
| 3M | +16.5% | +5.1% | +11.4% | +13.8% |
| 6M | +19.8% | -11.4% | +31.2% | +24.9% |
| YTD | -3.2% | +0.2% | -3.4% | -5.7% |
| 1Y | +1.8% | -3.9% | +5.7% | +0.9% |
| 3Y | +30.6% | -7.7% | +38.2% | +27.6% |
| 5Y | +16.0% | -39.7% | +55.8% | +38.0% |
| 10Y | +338.6% | +111.9% | +226.7% | +258.5% |
| All | +338.6% | +109.8% | +228.8% | +258.5% |
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