+58.8%
T vs SBAC
+103.9%
-45.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.5% |
| 7D | +2.6% | +3.6% | -1.1% | +1.6% |
| 30D | -1.1% | +4.9% | -6.0% | -2.3% |
| 3M | -7.7% | +6.5% | -14.2% | -9.6% |
| 6M | -10.6% | -11.1% | +0.5% | -8.4% |
| YTD | -7.5% | +0.9% | -8.4% | -9.1% |
| 1Y | -7.4% | -1.6% | -5.9% | -8.4% |
| 3Y | +63.1% | -7.0% | +70.0% | +61.8% |
| 5Y | +55.2% | -39.2% | +94.4% | +70.4% |
| 10Y | +58.8% | +111.4% | -52.6% | +37.0% |
| All | +58.8% | +103.9% | -45.1% | +37.0% |
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