-10.6%
BA vs SBAC
-8.7%
-1.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.5% |
| 7D | -0.1% | +4.4% | -4.5% | -0.4% |
| 30D | -9.1% | +13.8% | -22.9% | -9.9% |
| 3M | -28.2% | +9.0% | -37.2% | -28.6% |
| 6M | -23.1% | -10.0% | -13.1% | -22.6% |
| YTD | -20.6% | +1.8% | -22.4% | -20.8% |
| 1Y | -12.7% | +1.1% | -13.8% | -12.9% |
| All | -10.6% | -8.7% | -1.9% | -12.4% |
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