+183.9%
BAH vs SBAC
+76.8%
+107.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.8% |
| 7D | -4.3% | -0.1% | -4.3% | -4.3% |
| 30D | -4.5% | +3.2% | -7.7% | -5.3% |
| 3M | -7.6% | -5.1% | -2.6% | -6.5% |
| 6M | -10.6% | -2.1% | -8.5% | -10.8% |
| YTD | -12.6% | -0.5% | -12.1% | -13.4% |
| 1Y | -27.0% | +1.1% | -28.1% | -28.0% |
| 3Y | -31.5% | -7.4% | -24.1% | -32.3% |
| 5Y | -3.8% | -44.3% | +40.5% | +8.7% |
| 10Y | +183.9% | +77.6% | +106.4% | +164.5% |
| All | +183.9% | +76.8% | +107.1% | +164.5% |
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