+121.2%
SUI vs SBAC
+109.8%
+11.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -2.4% | -2.8% | +0.3% | -1.2% |
| 30D | +3.3% | +3.1% | +0.2% | +1.8% |
| 3M | +0.7% | +5.1% | -4.5% | -2.1% |
| 6M | -4.1% | -11.4% | +7.3% | +0.5% |
| YTD | -1.8% | +0.2% | -2.0% | -4.6% |
| 1Y | -4.1% | -3.9% | -0.1% | -4.8% |
| 3Y | +17.4% | -7.7% | +25.1% | +16.5% |
| 5Y | -27.0% | -39.7% | +12.7% | -11.5% |
| 10Y | +121.2% | +111.9% | +9.3% | +89.6% |
| All | +121.2% | +109.8% | +11.4% | +89.6% |
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