+330.1%
ACWI vs SBAC
+586.8%
-256.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.4% |
| 7D | -4.0% | +4.4% | -8.5% | -5.5% |
| 30D | -5.8% | +13.8% | -19.6% | -10.4% |
| 3M | -5.0% | +9.0% | -14.0% | -8.4% |
| 6M | +0.7% | -10.0% | +10.7% | +3.3% |
| YTD | +8.4% | +1.8% | +6.6% | +4.6% |
| 1Y | +10.1% | +1.1% | +9.0% | +6.4% |
| 3Y | +70.8% | -9.5% | +80.3% | +67.0% |
| 5Y | +55.4% | -39.0% | +94.4% | +73.5% |
| 10Y | +223.3% | +101.1% | +122.2% | +104.0% |
| All | +330.1% | +586.8% | -256.7% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling