-37.8%
U vs SBAC
-33.9%
-3.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.1% |
| 7D | +4.4% | +0.2% | +4.2% | +4.3% |
| 30D | -1.3% | +3.9% | -5.2% | -3.4% |
| 3M | +49.6% | -8.2% | +57.8% | +55.8% |
| 6M | +100.2% | -2.8% | +103.0% | +97.7% |
| YTD | -3.7% | -1.5% | -2.2% | -6.9% |
| 1Y | -6.5% | 0.0% | -6.5% | -11.0% |
| 3Y | +12.9% | -8.4% | +21.3% | +6.0% |
| 5Y | -68.3% | -43.5% | -24.7% | -54.0% |
| All | -37.8% | -33.9% | -3.9% | -19.3% |
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