+265.2%
SU vs SBAC
+87.1%
+178.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | -0.5% |
| 7D | +2.2% | -2.1% | +4.3% | +2.5% |
| 30D | +8.4% | +2.0% | +6.4% | +8.1% |
| 3M | +12.1% | -8.3% | +20.4% | +13.4% |
| 6M | +19.7% | +0.3% | +19.4% | +18.7% |
| YTD | +58.4% | -2.2% | +60.6% | +57.5% |
| 1Y | +67.2% | -4.6% | +71.9% | +66.9% |
| 3Y | +125.0% | -8.3% | +133.3% | +122.3% |
| 5Y | +355.1% | -42.8% | +397.9% | +388.4% |
| All | +265.2% | +87.1% | +178.0% | +200.8% |
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