-16.0%
Z vs SBAC
+103.9%
-119.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -5.8% |
| 7D | -6.5% | +3.6% | -10.1% | -7.8% |
| 30D | -0.1% | +4.9% | -5.0% | -2.1% |
| 3M | -14.1% | +6.5% | -20.6% | -16.5% |
| 6M | -30.1% | -11.1% | -18.9% | -26.8% |
| YTD | -57.5% | +0.9% | -58.5% | -58.9% |
| 1Y | -60.3% | -1.6% | -58.8% | -61.2% |
| 3Y | -21.0% | -7.0% | -14.1% | -21.8% |
| 5Y | -54.9% | -39.2% | -15.7% | -45.8% |
| 10Y | -16.0% | +111.4% | -127.4% | -18.0% |
| All | -16.0% | +103.9% | -119.9% | -18.0% |
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