+1,006.2%
TER vs SBAC
+103.9%
+902.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -8.9% | +3.6% | -12.5% | -9.9% |
| 30D | -39.1% | +4.9% | -44.0% | -40.1% |
| 3M | -32.8% | +6.5% | -39.2% | -34.3% |
| 6M | -31.7% | -11.1% | -20.6% | -30.4% |
| YTD | +26.9% | +0.9% | +26.0% | +22.9% |
| 1Y | +33.6% | -1.6% | +35.1% | +30.4% |
| 3Y | +181.5% | -7.0% | +188.5% | +168.6% |
| 5Y | +76.1% | -39.2% | +115.4% | +102.4% |
| 10Y | +1,006.2% | +111.4% | +894.8% | +826.9% |
| All | +1,006.2% | +103.9% | +902.3% | +826.9% |
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