-27.4%
U vs SBAC
-32.7%
+5.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.0% |
| 7D | +16.9% | -2.8% | +19.7% | +18.5% |
| 30D | +6.4% | +3.1% | +3.2% | +4.1% |
| 3M | +13.2% | +5.1% | +8.0% | +9.3% |
| 6M | +84.8% | -11.4% | +96.2% | +94.4% |
| YTD | +12.4% | +0.2% | +12.2% | +6.9% |
| 1Y | +19.8% | -3.9% | +23.7% | +17.0% |
| 3Y | +83.8% | -7.7% | +91.5% | +71.3% |
| 5Y | -72.7% | -39.7% | -33.0% | -62.2% |
| All | -27.4% | -32.7% | +5.3% | -7.4% |
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