+356.8%
ACWI vs SBAC
+573.9%
-217.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | +0.5% | -0.8% | +1.3% | +0.8% |
| 30D | +0.9% | +6.9% | -6.1% | -1.6% |
| 3M | +2.4% | -8.2% | +10.6% | +4.9% |
| 6M | +12.4% | -1.6% | +14.0% | +10.7% |
| YTD | +15.2% | -0.1% | +15.3% | +12.4% |
| 1Y | +22.7% | -0.5% | +23.2% | +19.6% |
| 3Y | +75.8% | -9.1% | +84.8% | +71.5% |
| 5Y | +67.7% | -43.8% | +111.5% | +93.9% |
| 10Y | +229.0% | +80.5% | +148.5% | +118.0% |
| All | +356.8% | +573.9% | -217.1% | +39.9% |
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