-11.0%
BA vs SBAC
+0.4%
-11.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | 0.0% | +3.6% | -3.6% | -0.4% |
| 30D | -8.9% | +4.9% | -13.8% | -9.4% |
| 3M | -25.5% | +6.5% | -32.0% | -26.0% |
| 6M | -27.0% | -11.1% | -15.8% | -25.8% |
| YTD | -20.1% | +0.9% | -21.1% | -19.2% |
| 1Y | -11.0% | -1.6% | -9.4% | -9.6% |
| All | -11.0% | +0.4% | -11.4% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling