+214.5%
BAC vs SBAC
+110.3%
+104.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | +1.5% | -3.4% | +4.9% | +2.3% |
| 30D | -6.4% | +2.6% | -9.0% | -7.0% |
| 3M | -21.7% | +2.6% | -24.3% | -22.3% |
| 6M | +0.5% | -11.5% | +12.0% | +2.9% |
| YTD | -6.7% | -1.6% | -5.1% | -7.8% |
| 1Y | -4.7% | -5.1% | +0.4% | -4.9% |
| 3Y | +96.1% | -9.3% | +105.4% | +93.5% |
| 5Y | +21.7% | -41.0% | +62.7% | +34.3% |
| All | +214.5% | +110.3% | +104.2% | +206.0% |
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