+181.2%
TSCO vs SBAC
+87.1%
+94.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.8% | -2.1% |
| 7D | -5.7% | -2.1% | -3.6% | -5.2% |
| 30D | -8.8% | +2.0% | -10.8% | -9.3% |
| 3M | +6.3% | -8.3% | +14.6% | +8.4% |
| 6M | -32.3% | +0.3% | -32.6% | -32.8% |
| YTD | -32.7% | -2.2% | -30.5% | -32.9% |
| 1Y | -43.7% | -4.6% | -39.0% | -43.5% |
| 3Y | -19.7% | -8.3% | -11.4% | -19.8% |
| 5Y | -11.6% | -42.8% | +31.2% | -0.9% |
| All | +181.2% | +87.1% | +94.1% | +184.0% |
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