+632.8%
LYB vs SBAC
+478.8%
+154.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.2% | -1.7% |
| 7D | +0.3% | -2.1% | +2.4% | +1.0% |
| 30D | +2.5% | +2.0% | +0.5% | +1.6% |
| 3M | +1.4% | -8.3% | +9.7% | +4.1% |
| 6M | -3.5% | +0.3% | -3.8% | -5.7% |
| YTD | +52.0% | -2.2% | +54.2% | +49.7% |
| 1Y | +22.1% | -4.6% | +26.7% | +21.0% |
| 3Y | -22.8% | -8.3% | -14.5% | -24.6% |
| 5Y | -3.4% | -42.8% | +39.5% | +10.8% |
| 10Y | +47.4% | +85.6% | -38.3% | -13.2% |
| All | +632.8% | +478.8% | +154.0% | +64.2% |
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 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