+23.3%
BA vs SBAC
+114.8%
-91.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | -1.1% | +0.6% | -1.7% | -1.3% |
| 30D | -7.1% | +5.5% | -12.6% | -8.5% |
| 3M | -25.5% | +3.1% | -28.6% | -26.3% |
| 6M | -28.7% | -7.0% | -21.7% | -27.9% |
| YTD | -21.0% | +0.5% | -21.5% | -22.3% |
| 1Y | -11.9% | +0.2% | -12.1% | -13.3% |
| 3Y | -16.2% | -7.4% | -8.8% | -18.1% |
| 5Y | -22.4% | -39.7% | +17.3% | -13.6% |
| All | +23.3% | +114.8% | -91.5% | +10.7% |
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