+743.1%
SW vs SBAC
+484.8%
+258.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.8% | -1.8% | +3.7% |
| 7D | +12.1% | +5.8% | +6.2% | +11.7% |
| 30D | +6.6% | +20.8% | -14.2% | +5.3% |
| 3M | -6.0% | +4.8% | -10.8% | -6.3% |
| 6M | +21.5% | -9.1% | +30.6% | +22.0% |
| YTD | +20.3% | +3.1% | +17.3% | +19.8% |
| 1Y | +28.1% | +2.2% | +26.0% | +27.6% |
| 3Y | +51.6% | -8.4% | +60.0% | +51.4% |
| 5Y | -0.1% | -38.6% | +38.5% | +1.2% |
| 10Y | +189.7% | +103.6% | +86.1% | +184.7% |
| All | +743.1% | +484.8% | +258.3% | +709.9% |
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 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