+20.1%
NWSA vs SBAC
-39.6%
+59.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.3% |
| 7D | +2.2% | +0.6% | +1.6% | +2.1% |
| 30D | -8.8% | +5.5% | -14.2% | -9.9% |
| 3M | -6.5% | +3.1% | -9.6% | -7.3% |
| 6M | +1.5% | -7.0% | +8.5% | +2.8% |
| YTD | +4.0% | +0.5% | +3.5% | +2.7% |
| 1Y | +3.4% | +0.2% | +3.2% | +2.1% |
| 3Y | +34.8% | -7.4% | +42.2% | +33.2% |
| All | +20.1% | -39.6% | +59.7% | +34.3% |
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 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