+84.9%
SPYG vs SBAC
-45.4%
+130.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.4% |
| 7D | -1.8% | -5.3% | +3.5% | -1.0% |
| 30D | -1.9% | +0.4% | -2.3% | -2.0% |
| 3M | +5.2% | -11.9% | +17.0% | +7.2% |
| 6M | +15.6% | -4.5% | +20.0% | +15.5% |
| YTD | +12.4% | -4.3% | +16.8% | +12.1% |
| 1Y | +17.5% | -3.9% | +21.3% | +16.8% |
| 3Y | +98.1% | -11.0% | +109.1% | +94.7% |
| 5Y | +84.9% | -44.1% | +129.0% | +117.2% |
| All | +84.9% | -45.4% | +130.3% | +117.2% |
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 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