+497.8%
UUUU vs SBAC
+83.0%
+414.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.8% | -3.5% | -5.4% |
| 7D | -5.0% | -5.3% | +0.3% | -3.3% |
| 30D | -7.8% | +0.4% | -8.2% | -7.9% |
| 3M | -0.4% | -11.9% | +11.5% | +3.2% |
| 6M | -32.9% | -4.5% | -28.4% | -33.3% |
| YTD | -6.3% | -4.3% | -1.9% | -7.7% |
| 1Y | +7.9% | -3.9% | +11.8% | +5.6% |
| 3Y | +85.2% | -11.0% | +96.2% | +77.0% |
| 5Y | +97.0% | -44.1% | +141.0% | +138.2% |
| All | +497.8% | +83.0% | +414.8% | +533.1% |
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