+755.0%
SW vs SBAC
+466.7%
+288.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.3% |
| 7D | -5.1% | -0.8% | -4.3% | -5.1% |
| 30D | -4.6% | +6.9% | -11.5% | -5.0% |
| 3M | +9.4% | -8.2% | +17.6% | +9.9% |
| 6M | +3.5% | -1.6% | +5.2% | +3.4% |
| 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% | +19.5% |
| 5Y | -2.3% | -43.8% | +41.5% | -0.6% |
| 10Y | +181.4% | +80.5% | +100.8% | +177.6% |
| All | +755.0% | +466.7% | +288.3% | +723.4% |
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