+131.4%
TLT vs SBAC
+12,638.1%
-12,506.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | +0.1% |
| 7D | +0.3% | +3.0% | -2.7% | +0.4% |
| 30D | +5.1% | +4.3% | +0.8% | +5.2% |
| 3M | -0.2% | +4.1% | -4.3% | -0.1% |
| 6M | -2.9% | -11.6% | +8.7% | -3.2% |
| YTD | -2.7% | +0.4% | -3.1% | -2.5% |
| 1Y | -4.6% | -1.1% | -3.5% | -4.5% |
| 3Y | +6.1% | -7.3% | +13.3% | +6.1% |
| 5Y | -35.1% | -40.8% | +5.6% | -36.1% |
| 10Y | -12.5% | +103.0% | -115.4% | -8.5% |
| All | +131.4% | +12,638.1% | -12,506.7% | +179.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling