-0.5%
TENB vs SBAC
+26.9%
-27.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.2% | -8.2% | -6.9% |
| 7D | -12.1% | -2.1% | -10.0% | -11.4% |
| 30D | -18.6% | +2.0% | -20.6% | -19.2% |
| 3M | +12.1% | -8.3% | +20.4% | +15.4% |
| 6M | +46.8% | +0.3% | +46.5% | +43.0% |
| YTD | +28.0% | -2.2% | +30.2% | +25.2% |
| 1Y | -1.4% | -4.6% | +3.2% | -2.6% |
| 3Y | -33.9% | -8.3% | -25.7% | -37.2% |
| 5Y | -34.6% | -42.8% | +8.2% | -19.1% |
| All | -0.5% | +26.9% | -27.4% | -33.1% |
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