+120.0%
SRE vs SBAC
+83.0%
+36.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.7% | -0.3% |
| 7D | -0.7% | -5.3% | +4.6% | +1.1% |
| 30D | -1.7% | +0.4% | -2.1% | -1.9% |
| 3M | -7.1% | -11.9% | +4.8% | -3.5% |
| 6M | -8.4% | -4.5% | -3.9% | -8.4% |
| YTD | -3.5% | -4.3% | +0.8% | -3.8% |
| 1Y | +5.4% | -3.9% | +9.3% | +4.8% |
| 3Y | +29.5% | -11.0% | +40.5% | +29.1% |
| 5Y | +48.3% | -44.1% | +92.4% | +73.6% |
| All | +120.0% | +83.0% | +36.9% | +57.1% |
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