+95.8%
NWSA vs SBAC
+177.0%
-81.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.2% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | -8.8% | +5.5% | -14.2% | -10.1% |
| 3M | -6.5% | +3.1% | -9.6% | -7.5% |
| 6M | +1.5% | -7.0% | +8.5% | +3.1% |
| YTD | +4.0% | +0.5% | +3.5% | +2.1% |
| 1Y | +3.4% | +0.2% | +3.2% | +1.6% |
| 3Y | +34.8% | -7.4% | +42.2% | +32.8% |
| 5Y | +18.4% | -39.7% | +58.1% | +31.8% |
| 10Y | +149.2% | +112.5% | +36.6% | +74.6% |
| All | +95.8% | +177.0% | -81.2% | +39.8% |
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