+674.0%
BA vs SBAC
+2,208.1%
-1,534.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | +1.2% | -0.8% | +1.9% | +1.2% |
| 30D | -11.6% | +6.9% | -18.6% | -12.4% |
| 3M | -2.4% | -8.2% | +5.9% | -1.6% |
| 6M | -6.6% | -1.6% | -5.0% | -6.9% |
| YTD | -2.2% | -0.1% | -2.1% | -2.8% |
| 1Y | -8.0% | -0.5% | -7.6% | -8.5% |
| 3Y | -5.0% | -9.1% | +4.1% | -5.4% |
| 5Y | -2.7% | -43.8% | +41.1% | +2.1% |
| 10Y | +75.9% | +80.5% | -4.6% | +61.7% |
| All | +674.0% | +2,208.1% | -1,534.2% | +456.1% |
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