+222.2%
ACWI vs SBAC
+97.3%
+124.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | +0.3% | +3.0% | -2.6% | -0.4% |
| 30D | -2.8% | +4.3% | -7.1% | -3.9% |
| 3M | -3.2% | +4.1% | -7.3% | -4.4% |
| 6M | +1.3% | -11.6% | +12.9% | +3.7% |
| YTD | +11.2% | +0.4% | +10.9% | +9.2% |
| 1Y | +13.8% | -1.1% | +14.9% | +12.1% |
| 3Y | +76.2% | -7.3% | +83.4% | +72.8% |
| 5Y | +59.5% | -40.8% | +100.2% | +78.1% |
| 10Y | +222.2% | +103.0% | +119.2% | +175.3% |
| All | +222.2% | +97.3% | +124.9% | +175.3% |
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