+1,001.8%
TER vs SBAC
+97.3%
+904.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.5% | +12.2% | +12.6% |
| 7D | -5.8% | +3.0% | -8.7% | -6.6% |
| 30D | -38.9% | +4.3% | -43.2% | -39.8% |
| 3M | -35.1% | +4.1% | -39.3% | -36.2% |
| 6M | -31.6% | -11.6% | -20.0% | -30.1% |
| YTD | +27.2% | +0.4% | +26.9% | +23.4% |
| 1Y | +35.2% | -1.1% | +36.3% | +31.8% |
| 3Y | +192.8% | -7.3% | +200.1% | +179.4% |
| 5Y | +72.4% | -40.8% | +113.2% | +100.2% |
| 10Y | +1,001.8% | +103.0% | +898.9% | +833.2% |
| All | +1,001.8% | +97.3% | +904.6% | +833.2% |
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