-2.4%
AGG vs SBAC
-45.4%
+42.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.2% | -0.4% |
| 7D | -0.9% | -5.3% | +4.3% | -0.5% |
| 30D | -1.0% | +0.4% | -1.3% | -1.0% |
| 3M | -1.3% | -11.9% | +10.6% | -0.4% |
| 6M | -2.1% | -4.5% | +2.4% | -2.0% |
| YTD | -1.2% | -4.3% | +3.1% | -1.3% |
| 1Y | -0.5% | -3.9% | +3.4% | -0.6% |
| 3Y | +12.4% | -11.0% | +23.4% | +12.4% |
| 5Y | -2.4% | -44.1% | +41.7% | +0.7% |
| All | -2.4% | -45.4% | +42.9% | +0.7% |
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 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