+221.6%
ACWI vs SBAC
+103.9%
+117.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | -0.2% | +3.6% | -3.8% | -1.0% |
| 30D | -3.3% | +4.9% | -8.2% | -4.5% |
| 3M | -3.4% | +6.5% | -9.9% | -5.1% |
| 6M | +0.8% | -11.1% | +11.9% | +3.1% |
| YTD | +10.7% | +0.9% | +9.8% | +8.5% |
| 1Y | +11.6% | -1.6% | +13.2% | +10.1% |
| 3Y | +73.4% | -7.0% | +80.4% | +69.9% |
| 5Y | +60.2% | -39.2% | +99.4% | +77.4% |
| 10Y | +221.6% | +111.4% | +110.2% | +171.7% |
| All | +221.6% | +103.9% | +117.7% | +171.7% |
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