+307.8%
SPY vs SBAC
+114.8%
+193.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | +2.6% | +0.6% | +2.0% | +2.4% |
| 30D | -2.0% | +5.5% | -7.5% | -3.5% |
| 3M | -2.8% | +3.1% | -5.9% | -3.8% |
| 6M | +2.1% | -7.0% | +9.2% | +3.3% |
| YTD | +11.5% | +0.5% | +11.0% | +9.2% |
| 1Y | +13.5% | +0.2% | +13.2% | +11.2% |
| 3Y | +77.7% | -7.4% | +85.1% | +73.5% |
| 5Y | +72.6% | -39.7% | +112.3% | +93.5% |
| All | +307.8% | +114.8% | +193.0% | +241.8% |
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