-14.0%
Z vs SBAC
+97.5%
-111.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -1.2% | -9.4% | -10.1% |
| 7D | -2.3% | +4.4% | -6.7% | -4.0% |
| 30D | +9.4% | +13.8% | -4.4% | +3.2% |
| 3M | -16.1% | +9.0% | -25.1% | -19.3% |
| 6M | -30.4% | -10.0% | -20.4% | -27.6% |
| YTD | -55.6% | +1.8% | -57.4% | -57.2% |
| 1Y | -58.5% | +1.1% | -59.7% | -59.9% |
| 3Y | -19.6% | -9.5% | -10.1% | -19.3% |
| 5Y | -54.1% | -39.0% | -15.1% | -45.0% |
| All | -14.0% | +97.5% | -111.5% | -14.7% |
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