+12.9%
SHW vs SBAC
-44.9%
+57.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.3% |
| 7D | -3.2% | +0.2% | -3.4% | -3.3% |
| 30D | -11.4% | +3.9% | -15.2% | -12.5% |
| 3M | +3.5% | -8.2% | +11.7% | +6.1% |
| 6M | -3.4% | -2.8% | -0.6% | -3.5% |
| YTD | -0.3% | -1.5% | +1.2% | -1.3% |
| 1Y | -10.4% | 0.0% | -10.5% | -12.0% |
| 3Y | +21.3% | -8.4% | +29.7% | +20.7% |
| 5Y | +12.9% | -43.5% | +56.4% | +36.9% |
| All | +12.9% | -44.9% | +57.8% | +36.9% |
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 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