-1.6%
SW vs SBAC
-39.7%
+38.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | +4.7% | +4.4% | +0.2% | +4.2% |
| 30D | +5.0% | +13.8% | -8.8% | +3.5% |
| 3M | -7.3% | +9.0% | -16.3% | -8.3% |
| 6M | +15.0% | -10.0% | +25.0% | +16.1% |
| YTD | +18.5% | +1.8% | +16.7% | +17.9% |
| 1Y | +27.1% | +1.1% | +26.0% | +26.6% |
| 3Y | +49.3% | -9.5% | +58.8% | +49.5% |
| 5Y | -1.6% | -39.0% | +37.4% | -1.1% |
| All | -1.6% | -39.7% | +38.1% | -1.1% |
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