-53.1%
TE vs SBAC
-15.7%
-37.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.6% | +0.3% |
| 7D | +0.2% | -2.1% | +2.3% | +0.5% |
| 30D | -5.9% | +2.0% | -7.9% | -6.1% |
| 3M | -45.6% | -8.3% | -37.3% | -45.0% |
| 6M | -43.4% | +0.3% | -43.7% | -44.2% |
| YTD | -31.0% | -2.2% | -28.8% | -32.0% |
| 1Y | +145.2% | -4.6% | +149.8% | +143.0% |
| 3Y | -24.1% | -8.3% | -15.8% | -25.4% |
| 5Y | -48.1% | -42.8% | -5.3% | -43.6% |
| All | -53.1% | -15.7% | -37.4% | -48.6% |
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