-16.1%
Z vs SBAC
+93.8%
-109.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.6% |
| 7D | -4.6% | +1.2% | -5.8% | -4.9% |
| 30D | +8.3% | +11.2% | -2.9% | +3.3% |
| 3M | -11.6% | +4.5% | -16.1% | -13.3% |
| 6M | -33.6% | -12.2% | -21.5% | -30.2% |
| YTD | -56.7% | -0.1% | -56.6% | -57.9% |
| 1Y | -59.1% | -0.3% | -58.9% | -60.3% |
| 3Y | -20.4% | -8.7% | -11.6% | -20.4% |
| 5Y | -55.3% | -40.2% | -15.1% | -45.9% |
| All | -16.1% | +93.8% | -109.8% | -16.1% |
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