+119.9%
NWSA vs SBAC
+175.3%
-55.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | -1.9% | -0.8% | -1.1% | -1.7% |
| 30D | +4.6% | +6.9% | -2.3% | +2.6% |
| 3M | +13.2% | -8.2% | +21.5% | +15.7% |
| 6M | +27.0% | -1.6% | +28.6% | +26.1% |
| YTD | +16.8% | -0.1% | +16.9% | +15.1% |
| 1Y | +4.5% | -0.5% | +5.0% | +3.0% |
| 3Y | +46.2% | -9.1% | +55.3% | +44.8% |
| 5Y | +40.9% | -43.8% | +84.7% | +60.5% |
| 10Y | +145.1% | +80.5% | +64.6% | +83.1% |
| All | +119.9% | +175.3% | -55.4% | +57.6% |
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