+730.4%
SW vs SBAC
+477.6%
+252.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | +4.7% | +4.4% | +0.2% | +4.4% |
| 30D | +5.0% | +13.8% | -8.8% | +4.1% |
| 3M | -7.3% | +9.0% | -16.3% | -7.9% |
| 6M | +15.0% | -10.0% | +25.0% | +15.5% |
| YTD | +18.5% | +1.8% | +16.7% | +18.1% |
| 1Y | +27.1% | +1.1% | +26.0% | +26.7% |
| 3Y | +49.3% | -9.5% | +58.8% | +49.2% |
| 5Y | -1.6% | -39.0% | +37.4% | -0.3% |
| 10Y | +185.4% | +101.1% | +84.2% | +180.6% |
| All | +730.4% | +477.6% | +252.8% | +698.3% |
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