+182.7%
SW vs SBAC
+93.8%
+88.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | +2.3% | +1.2% | +1.1% | +2.2% |
| 30D | +6.8% | +11.2% | -4.4% | +5.4% |
| 3M | -5.2% | +4.5% | -9.6% | -5.8% |
| 6M | +7.4% | -12.2% | +19.6% | +8.8% |
| YTD | +17.4% | -0.1% | +17.5% | +16.8% |
| 1Y | +27.1% | -0.3% | +27.3% | +26.5% |
| 3Y | +47.9% | -8.7% | +56.6% | +47.5% |
| 5Y | -2.6% | -40.2% | +37.6% | +0.9% |
| All | +182.7% | +93.8% | +88.9% | +200.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling