+31.8%
BA vs SBAC
+93.8%
-62.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.0% |
| 7D | +1.1% | +1.2% | -0.1% | +0.7% |
| 30D | -7.9% | +11.2% | -19.1% | -10.5% |
| 3M | -25.3% | +4.5% | -29.8% | -26.3% |
| 6M | -24.6% | -12.2% | -12.4% | -22.5% |
| YTD | -20.1% | -0.1% | -20.0% | -21.3% |
| 1Y | -11.8% | -0.3% | -11.5% | -13.1% |
| 3Y | -10.1% | -8.7% | -1.4% | -11.8% |
| 5Y | -22.7% | -40.2% | +17.4% | -14.0% |
| All | +31.8% | +93.8% | -62.0% | +22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling