+966.7%
ARWR vs SBAC
+111.6%
+855.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -3.9% |
| 7D | -17.9% | -2.7% | -15.2% | -16.9% |
| 30D | -18.9% | +3.3% | -22.2% | -20.3% |
| 3M | -46.0% | +3.3% | -49.2% | -47.0% |
| 6M | -40.3% | -10.9% | -29.4% | -38.0% |
| YTD | -29.0% | -1.0% | -28.0% | -31.6% |
| 1Y | +13.8% | -4.5% | +18.3% | +11.7% |
| 3Y | +74.9% | -8.7% | +83.6% | +70.0% |
| 5Y | -36.2% | -40.6% | +4.4% | -21.3% |
| All | +966.7% | +111.6% | +855.1% | +342.2% |
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