+188.3%
ITW vs SBAC
+87.1%
+101.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.5% |
| 7D | -0.7% | -2.1% | +1.4% | -0.1% |
| 30D | -8.3% | +2.0% | -10.3% | -8.9% |
| 3M | +6.0% | -8.3% | +14.3% | +8.3% |
| 6M | 0.0% | +0.3% | -0.3% | -1.6% |
| YTD | +10.2% | -2.2% | +12.4% | +9.1% |
| 1Y | +3.2% | -4.6% | +7.8% | +2.9% |
| 3Y | +21.0% | -8.3% | +29.3% | +19.1% |
| 5Y | +37.9% | -42.8% | +80.8% | +58.0% |
| All | +188.3% | +87.1% | +101.1% | +158.8% |
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