+22.7%
SYY vs SBAC
-45.4%
+68.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.8% | +1.5% |
| 7D | +1.5% | -5.3% | +6.8% | +2.6% |
| 30D | -2.3% | +0.4% | -2.7% | -2.4% |
| 3M | +5.5% | -11.9% | +17.4% | +7.9% |
| 6M | -1.0% | -4.5% | +3.5% | -0.8% |
| YTD | +14.1% | -4.3% | +18.5% | +14.1% |
| 1Y | +5.6% | -3.9% | +9.4% | +5.4% |
| 3Y | +27.9% | -11.0% | +38.9% | +28.5% |
| 5Y | +22.7% | -44.1% | +66.8% | +34.9% |
| All | +22.7% | -45.4% | +68.1% | +34.9% |
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