+11.7%
SPGI vs SBAC
-40.3%
+52.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.3% |
| 7D | +0.3% | +1.2% | -0.9% | -0.2% |
| 30D | +18.4% | +11.2% | +7.2% | +13.9% |
| 3M | +15.7% | +4.5% | +11.2% | +13.7% |
| 6M | +17.3% | -12.2% | +29.4% | +21.9% |
| YTD | -4.7% | -0.1% | -4.6% | -6.5% |
| 1Y | +1.8% | -0.3% | +2.1% | -0.1% |
| 3Y | +31.7% | -8.7% | +40.4% | +30.0% |
| All | +11.7% | -40.3% | +52.1% | +34.7% |
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