+22.1%
LYB vs SBAC
-2.5%
+24.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.2% | -1.1% |
| 7D | +0.3% | -2.1% | +2.4% | +0.4% |
| 30D | +2.5% | +2.0% | +0.5% | +2.3% |
| 3M | +1.4% | -8.3% | +9.7% | +1.1% |
| 6M | -3.5% | +0.3% | -3.8% | -5.4% |
| YTD | +52.0% | -2.2% | +54.2% | +46.8% |
| 1Y | +22.1% | -4.6% | +26.7% | +18.5% |
| All | +22.1% | -2.5% | +24.5% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling