+318.5%
TPR vs SBAC
+78.4%
+240.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -2.3% | -0.8% | -1.5% | -2.1% |
| 30D | -23.0% | +6.9% | -29.9% | -24.6% |
| 3M | -12.5% | -8.2% | -4.2% | -10.7% |
| 6M | -21.4% | -1.6% | -19.8% | -22.1% |
| YTD | -3.5% | -0.1% | -3.4% | -5.2% |
| 1Y | +17.4% | -0.5% | +17.8% | +15.3% |
| 3Y | +291.3% | -9.1% | +300.3% | +285.9% |
| 5Y | +241.9% | -43.8% | +285.7% | +293.3% |
| All | +318.5% | +78.4% | +240.0% | +259.0% |
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 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