+5,417.1%
SHW vs SBAC
+2,219.2%
+3,197.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +4.0% |
| 7D | +1.6% | +3.0% | -1.4% | +1.3% |
| 30D | +12.1% | +4.3% | +7.8% | +11.6% |
| 3M | -3.0% | +4.1% | -7.1% | -3.4% |
| 6M | +13.5% | -11.6% | +25.1% | +14.7% |
| YTD | +11.2% | +0.4% | +10.9% | +10.6% |
| 1Y | +6.2% | -1.1% | +7.3% | +5.8% |
| 3Y | +45.6% | -7.3% | +52.9% | +45.6% |
| 5Y | +15.6% | -40.8% | +56.3% | +20.5% |
| 10Y | +356.5% | +103.0% | +253.5% | +329.0% |
| All | +5,417.1% | +2,219.2% | +3,197.8% | +4,142.8% |
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