+54.1%
T vs SBAC
+97.3%
-43.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +1.7% | +3.0% | -1.3% | +0.9% |
| 30D | -1.7% | +4.3% | -6.0% | -2.8% |
| 3M | -7.3% | +4.1% | -11.5% | -8.6% |
| 6M | -11.2% | -11.6% | +0.4% | -8.9% |
| YTD | -8.1% | +0.4% | -8.4% | -9.5% |
| 1Y | -8.0% | -1.1% | -6.9% | -9.2% |
| 3Y | +62.1% | -7.3% | +69.4% | +61.0% |
| 5Y | +55.7% | -40.8% | +96.5% | +72.2% |
| 10Y | +54.1% | +103.0% | -48.8% | +31.5% |
| All | +54.1% | +97.3% | -43.1% | +31.5% |
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