-19.8%
TLT vs SBAC
+78.4%
-98.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.5% |
| 7D | -0.3% | +0.2% | -0.4% | -0.3% |
| 30D | 0.0% | +3.9% | -3.9% | -0.3% |
| 3M | -2.9% | -8.2% | +5.3% | -2.4% |
| 6M | -6.3% | -2.8% | -3.5% | -6.3% |
| YTD | -3.3% | -1.5% | -1.8% | -3.6% |
| 1Y | -4.2% | 0.0% | -4.2% | -4.5% |
| 3Y | -1.7% | -8.4% | +6.7% | -1.6% |
| 5Y | -34.9% | -43.5% | +8.7% | -34.9% |
| 10Y | -19.8% | +86.9% | -106.7% | -26.7% |
| All | -19.8% | +78.4% | -98.2% | -26.7% |
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