+25.9%
BA vs SBAC
+111.4%
-85.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | 0.0% | +3.6% | -3.6% | -0.9% |
| 30D | -8.9% | +4.9% | -13.8% | -10.1% |
| 3M | -25.5% | +6.5% | -32.0% | -26.9% |
| 6M | -27.0% | -11.1% | -15.8% | -25.2% |
| YTD | -20.1% | +0.9% | -21.1% | -21.6% |
| 1Y | -11.0% | -1.6% | -9.4% | -12.0% |
| 3Y | -11.8% | -7.0% | -4.9% | -13.9% |
| 5Y | -20.6% | -39.2% | +18.6% | -11.9% |
| All | +25.9% | +111.4% | -85.5% | +13.6% |
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