-2.3%
SW vs SBAC
-43.7%
+41.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.4% |
| 7D | -5.1% | -0.8% | -4.3% | -5.0% |
| 30D | -4.6% | +6.9% | -11.5% | -5.3% |
| 3M | +9.4% | -8.2% | +17.6% | +10.3% |
| 6M | +3.5% | -1.6% | +5.2% | +3.6% |
| YTD | +22.0% | -0.1% | +22.1% | +21.8% |
| 1Y | +2.2% | -0.5% | +2.7% | +2.0% |
| 3Y | +19.6% | -9.1% | +28.7% | +19.4% |
| All | -2.3% | -43.7% | +41.3% | +3.9% |
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