+5,043.7%
SHW vs SBAC
+2,208.1%
+2,835.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | -3.2% | -0.8% | -2.4% | -3.2% |
| 30D | -9.5% | +6.9% | -16.4% | -10.2% |
| 3M | +11.5% | -8.2% | +19.7% | +12.3% |
| 6M | -3.5% | -1.6% | -1.9% | -3.8% |
| YTD | +3.7% | -0.1% | +3.8% | +3.3% |
| 1Y | -7.9% | -0.5% | -7.4% | -8.3% |
| 3Y | +24.7% | -9.1% | +33.8% | +24.9% |
| 5Y | +13.6% | -43.8% | +57.4% | +19.1% |
| 10Y | +283.0% | +80.5% | +202.4% | +263.4% |
| All | +5,043.7% | +2,208.1% | +2,835.6% | +3,860.3% |
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