+528.0%
SPYG vs SBAC
+401.1%
+126.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | +2.3% | +0.6% | +1.7% | +2.3% |
| 30D | -6.5% | +5.5% | -11.9% | -7.2% |
| 3M | -6.8% | +3.1% | -9.9% | -7.4% |
| 6M | -3.1% | -7.0% | +3.9% | -2.6% |
| YTD | +8.0% | +0.5% | +7.5% | +6.9% |
| 1Y | +10.2% | +0.2% | +10.0% | +9.1% |
| 3Y | +91.0% | -7.4% | +98.3% | +89.0% |
| 5Y | +67.7% | -39.7% | +107.5% | +75.4% |
| 10Y | +393.9% | +112.5% | +281.3% | +337.7% |
| All | +528.0% | +401.1% | +126.9% | +389.7% |
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