+71.5%
T vs SBAC
+80.2%
-8.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.5% | -0.1% | -1.5% | -1.5% |
| 30D | +7.6% | +3.2% | +4.4% | +6.7% |
| 3M | +15.3% | -5.1% | +20.4% | +16.6% |
| 6M | -8.5% | -2.1% | -6.4% | -8.9% |
| YTD | +6.8% | -0.5% | +7.3% | +5.7% |
| 1Y | -7.2% | +1.1% | -8.4% | -8.7% |
| 3Y | +108.2% | -7.4% | +115.7% | +107.2% |
| 5Y | +66.1% | -44.3% | +110.4% | +87.0% |
| All | +71.5% | +80.2% | -8.8% | +49.1% |
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