+45.6%
SHW vs SBAC
-8.2%
+53.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | +1.6% | +3.0% | -1.4% | +0.9% |
| 30D | +12.1% | +4.3% | +7.8% | +10.9% |
| 3M | -3.0% | +4.1% | -7.1% | -4.0% |
| 6M | +13.5% | -11.6% | +25.1% | +16.7% |
| YTD | +11.2% | +0.4% | +10.9% | +10.8% |
| 1Y | +6.2% | -1.1% | +7.3% | +6.3% |
| 3Y | +45.6% | -7.3% | +52.9% | +46.9% |
| All | +45.6% | -8.2% | +53.8% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling