+895.9%
SYY vs SBAC
+2,222.3%
-1,326.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.0% |
| 7D | +0.3% | +0.6% | -0.3% | +0.3% |
| 30D | -4.8% | +5.5% | -10.3% | -5.1% |
| 3M | -7.1% | +3.1% | -10.1% | -7.3% |
| 6M | +6.8% | -7.0% | +13.8% | +7.1% |
| YTD | +7.7% | +0.5% | +7.2% | +7.2% |
| 1Y | +5.7% | +0.2% | +5.5% | +5.3% |
| 3Y | +24.6% | -7.4% | +31.9% | +24.4% |
| 5Y | +15.6% | -39.7% | +55.3% | +18.1% |
| 10Y | +87.9% | +112.5% | -24.6% | +79.6% |
| All | +895.9% | +2,222.3% | -1,326.4% | +748.5% |
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