+251.7%
BAC vs SBAC
+97.3%
+154.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | +2.0% | +3.0% | -1.0% | +1.3% |
| 30D | -6.9% | +4.3% | -11.2% | -7.9% |
| 3M | -19.6% | +4.1% | -23.7% | -20.5% |
| 6M | -0.5% | -11.6% | +11.2% | +1.9% |
| YTD | -6.6% | +0.4% | -7.0% | -8.2% |
| 1Y | -3.0% | -1.1% | -1.8% | -4.2% |
| 3Y | +97.3% | -7.3% | +104.6% | +93.7% |
| 5Y | +21.9% | -40.8% | +62.6% | +34.3% |
| 10Y | +251.7% | +103.0% | +148.7% | +272.2% |
| All | +251.7% | +97.3% | +154.4% | +272.2% |
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