+10.2%
SPYG vs SBAC
-2.9%
+13.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -0.9% |
| 7D | +2.3% | +0.6% | +1.7% | +2.4% |
| 30D | -6.5% | +5.5% | -11.9% | -6.3% |
| 3M | -6.8% | +3.1% | -9.9% | -6.8% |
| 6M | -3.1% | -7.0% | +3.9% | -3.1% |
| YTD | +8.0% | +0.5% | +7.5% | +7.9% |
| 1Y | +10.2% | +0.2% | +10.0% | +10.2% |
| All | +10.2% | -2.9% | +13.2% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling