-12.2%
TLT vs SBAC
+111.6%
-123.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | -2.7% | -2.7% | 0.0% | -2.5% |
| 30D | +2.2% | +3.3% | -1.1% | +1.9% |
| 3M | -1.7% | +3.3% | -5.0% | -2.0% |
| 6M | -4.0% | -10.9% | +7.0% | -3.4% |
| YTD | -4.9% | -1.0% | -4.0% | -5.2% |
| 1Y | -7.4% | -4.5% | -2.9% | -7.5% |
| 3Y | +3.0% | -8.7% | +11.8% | +3.1% |
| 5Y | -35.1% | -40.6% | +5.5% | -35.2% |
| All | -12.2% | +111.6% | -123.9% | -19.3% |
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