+59.5%
ACWI vs SBAC
-41.3%
+100.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.3% |
| 7D | +2.7% | -3.4% | +6.1% | +3.3% |
| 30D | -2.6% | +2.6% | -5.2% | -3.1% |
| 3M | -3.2% | +2.6% | -5.8% | -3.8% |
| 6M | +1.9% | -11.5% | +13.4% | +3.7% |
| YTD | +11.3% | -1.6% | +13.0% | +10.4% |
| 1Y | +11.7% | -5.1% | +16.8% | +11.6% |
| 3Y | +74.4% | -9.3% | +83.7% | +72.8% |
| 5Y | +59.5% | -41.0% | +100.5% | +78.6% |
| All | +59.5% | -41.3% | +100.8% | +78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling