+638.0%
XYZ vs SBAC
+97.3%
+540.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.3% |
| 7D | +14.9% | +3.0% | +11.9% | +13.5% |
| 30D | +14.7% | +4.3% | +10.3% | +12.2% |
| 3M | +12.1% | +4.1% | +8.0% | +9.5% |
| 6M | +18.3% | -11.6% | +29.9% | +24.4% |
| YTD | +36.1% | +0.4% | +35.7% | +30.3% |
| 1Y | +35.3% | -1.1% | +36.4% | +30.7% |
| 3Y | +73.5% | -7.3% | +80.7% | +64.1% |
| 5Y | -61.6% | -40.8% | -20.9% | -50.5% |
| 10Y | +638.0% | +103.0% | +535.0% | +520.3% |
| All | +638.0% | +97.3% | +540.7% | +520.3% |
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