+250.1%
SPOT vs SBAC
+17.9%
+232.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.5% |
| 7D | -6.9% | -5.3% | -1.6% | -5.6% |
| 30D | +4.1% | +0.4% | +3.8% | +4.0% |
| 3M | +3.7% | -11.9% | +15.6% | +6.8% |
| 6M | -1.6% | -4.5% | +2.9% | -1.6% |
| YTD | -10.2% | -4.3% | -5.8% | -10.5% |
| 1Y | -25.9% | -3.9% | -22.0% | -26.4% |
| 3Y | +235.6% | -11.0% | +246.6% | +230.7% |
| 5Y | +110.6% | -44.1% | +154.7% | +140.2% |
| All | +250.1% | +17.9% | +232.3% | +228.7% |
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