+225.2%
ACWI vs SBAC
+114.8%
+110.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | +2.4% | +0.6% | +1.8% | +2.3% |
| 30D | -1.7% | +5.5% | -7.1% | -3.1% |
| 3M | -3.9% | +3.1% | -7.0% | -4.9% |
| 6M | +0.8% | -7.0% | +7.8% | +1.9% |
| YTD | +11.0% | +0.5% | +10.5% | +9.0% |
| 1Y | +13.1% | +0.2% | +12.9% | +11.0% |
| 3Y | +73.9% | -7.4% | +81.2% | +70.6% |
| 5Y | +59.0% | -39.7% | +98.7% | +76.6% |
| All | +225.2% | +114.8% | +110.5% | +174.2% |
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