+1,895.7%
TER vs SBAC
+78.4%
+1,817.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.2% | +3.4% |
| 7D | +12.4% | +0.2% | +12.2% | +12.2% |
| 30D | +5.1% | +3.9% | +1.3% | +3.9% |
| 3M | +4.0% | -8.2% | +12.1% | +5.6% |
| 6M | +29.5% | -2.8% | +32.3% | +28.1% |
| YTD | +98.5% | -1.5% | +100.0% | +94.3% |
| 1Y | +234.1% | 0.0% | +234.1% | +224.0% |
| 3Y | +289.0% | -8.4% | +297.4% | +272.3% |
| 5Y | +228.2% | -43.5% | +271.7% | +288.5% |
| 10Y | +1,895.7% | +86.9% | +1,808.8% | +1,575.3% |
| All | +1,895.7% | +78.4% | +1,817.3% | +1,575.3% |
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