-10.8%
BA vs SBAC
-8.2%
-2.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -1.7% | +3.0% | -4.7% | -1.9% |
| 30D | -9.5% | +4.3% | -13.8% | -9.7% |
| 3M | -26.5% | +4.1% | -30.6% | -26.7% |
| 6M | -27.4% | -11.6% | -15.8% | -26.8% |
| YTD | -20.6% | +0.4% | -21.0% | -20.7% |
| 1Y | -11.4% | -1.1% | -10.3% | -11.5% |
| 3Y | -10.8% | -7.3% | -3.6% | -10.5% |
| All | -10.8% | -8.2% | -2.7% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling