+165.5%
YUM vs SBAC
+87.1%
+78.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.8% |
| 7D | -6.1% | -2.1% | -4.0% | -5.5% |
| 30D | -5.8% | +2.0% | -7.8% | -6.4% |
| 3M | -7.6% | -8.3% | +0.7% | -5.4% |
| 6M | -9.1% | +0.3% | -9.5% | -10.5% |
| YTD | -5.5% | -2.2% | -3.3% | -6.3% |
| 1Y | -3.7% | -4.6% | +0.9% | -3.8% |
| 3Y | +17.8% | -8.3% | +26.1% | +16.9% |
| 5Y | +19.3% | -42.8% | +62.1% | +37.8% |
| All | +165.5% | +87.1% | +78.4% | +122.5% |
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