+278.9%
URA vs SBAC
+96.3%
+182.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.9% | +6.3% | +4.8% |
| 7D | -4.1% | +1.2% | -5.3% | -4.4% |
| 30D | -19.0% | +11.2% | -30.2% | -21.0% |
| 3M | -25.1% | +4.5% | -29.6% | -26.0% |
| 6M | -44.5% | -12.2% | -32.3% | -43.3% |
| YTD | -24.3% | -0.1% | -24.2% | -25.5% |
| 1Y | -28.1% | -0.3% | -27.9% | -29.2% |
| 3Y | +40.7% | -8.7% | +49.4% | +38.0% |
| 5Y | +35.5% | -40.2% | +75.6% | +50.1% |
| All | +278.9% | +96.3% | +182.6% | +286.2% |
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