+391.8%
BAC vs SBAC
+76.8%
+315.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +1.2% | -0.1% | +1.2% | +1.2% |
| 30D | -0.7% | +3.2% | -4.0% | -1.5% |
| 3M | +16.9% | -5.1% | +22.0% | +18.0% |
| 6M | +29.6% | -2.1% | +31.7% | +28.9% |
| YTD | +15.3% | -0.5% | +15.8% | +13.8% |
| 1Y | +28.8% | +1.1% | +27.7% | +26.5% |
| 3Y | +136.4% | -7.4% | +143.8% | +132.3% |
| 5Y | +72.9% | -44.3% | +117.2% | +93.5% |
| 10Y | +391.8% | +77.6% | +314.2% | +414.7% |
| All | +391.8% | +76.8% | +315.0% | +414.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling