-4.9%
LYB vs SBAC
-43.5%
+38.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.2% | -1.3% |
| 7D | +0.3% | -2.1% | +2.4% | +0.6% |
| 30D | +2.5% | +2.0% | +0.5% | +2.0% |
| 3M | +1.4% | -8.3% | +9.7% | +2.6% |
| 6M | -3.5% | +0.3% | -3.8% | -4.7% |
| YTD | +52.0% | -2.2% | +54.2% | +50.7% |
| 1Y | +22.1% | -4.6% | +26.7% | +21.5% |
| 3Y | -22.8% | -8.3% | -14.5% | -23.6% |
| All | -4.9% | -43.5% | +38.5% | +0.4% |
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