+564.9%
SPYG vs SBAC
+398.0%
+166.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +0.4% | -0.8% | +1.2% | +0.5% |
| 30D | -0.4% | +6.9% | -7.4% | -1.4% |
| 3M | +0.5% | -8.2% | +8.8% | +1.5% |
| 6M | +17.5% | -1.6% | +19.1% | +16.9% |
| YTD | +14.3% | -0.1% | +14.5% | +13.4% |
| 1Y | +21.7% | -0.5% | +22.2% | +20.7% |
| 3Y | +98.6% | -9.1% | +107.7% | +97.1% |
| 5Y | +85.1% | -43.8% | +128.9% | +95.6% |
| 10Y | +412.0% | +80.5% | +331.5% | +363.5% |
| All | +564.9% | +398.0% | +166.8% | +419.7% |
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 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