+371.7%
TPR vs SBAC
+109.8%
+261.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.5% |
| 7D | +6.4% | -2.8% | +9.2% | +7.2% |
| 30D | +13.8% | +3.1% | +10.6% | +12.6% |
| 3M | -16.6% | +5.1% | -21.8% | -18.2% |
| 6M | +0.7% | -11.4% | +12.1% | +3.4% |
| YTD | +5.3% | +0.2% | +5.1% | +3.2% |
| 1Y | +32.4% | -3.9% | +36.3% | +31.4% |
| 3Y | +406.4% | -7.7% | +414.0% | +396.3% |
| 5Y | +227.9% | -39.7% | +267.7% | +267.7% |
| 10Y | +371.7% | +111.9% | +259.8% | +296.1% |
| All | +371.7% | +109.8% | +261.9% | +296.1% |
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