+529.0%
BA vs SBAC
+2,252.5%
-1,723.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.4% |
| 7D | -0.1% | +4.4% | -4.5% | -0.6% |
| 30D | -9.1% | +13.8% | -22.9% | -10.6% |
| 3M | -28.2% | +9.0% | -37.2% | -29.0% |
| 6M | -23.1% | -10.0% | -13.1% | -22.4% |
| YTD | -20.6% | +1.8% | -22.4% | -21.2% |
| 1Y | -12.7% | +1.1% | -13.8% | -13.4% |
| 3Y | -11.6% | -9.5% | -2.0% | -11.9% |
| 5Y | -23.1% | -39.0% | +15.9% | -20.2% |
| 10Y | +34.4% | +101.1% | -66.8% | +22.0% |
| All | +529.0% | +2,252.5% | -1,723.5% | +350.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling