+87.4%
BAC vs SBAC
-10.4%
+97.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.5% |
| 7D | -1.2% | +1.2% | -2.4% | -1.3% |
| 30D | -7.7% | +11.2% | -18.8% | -8.4% |
| 3M | -21.2% | +4.5% | -25.6% | -21.5% |
| 6M | -6.8% | -12.2% | +5.3% | -6.3% |
| YTD | -8.7% | -0.1% | -8.6% | -8.9% |
| 1Y | -5.3% | -0.3% | -5.0% | -5.5% |
| 3Y | +87.4% | -8.7% | +96.2% | +82.6% |
| All | +87.4% | -10.4% | +97.8% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling