+1,138.3%
ITW vs SBAC
+2,208.1%
-1,069.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -3.6% | -0.8% | -2.8% | -3.5% |
| 30D | -9.1% | +6.9% | -16.1% | -9.9% |
| 3M | +8.2% | -8.2% | +16.4% | +9.1% |
| 6M | -4.8% | -1.6% | -3.1% | -5.1% |
| YTD | +11.0% | -0.1% | +11.1% | +10.4% |
| 1Y | +4.2% | -0.5% | +4.7% | +3.7% |
| 3Y | +17.3% | -9.1% | +26.3% | +17.1% |
| 5Y | +33.0% | -43.8% | +76.8% | +39.6% |
| 10Y | +182.3% | +80.5% | +101.8% | +161.3% |
| All | +1,138.3% | +2,208.1% | -1,069.9% | +649.3% |
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