+195.9%
BAH vs SBAC
+110.3%
+85.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.6% |
| 7D | -2.6% | -3.4% | +0.8% | -1.7% |
| 30D | +20.4% | +2.6% | +17.8% | +19.5% |
| 3M | +11.9% | +2.6% | +9.2% | +10.9% |
| 6M | +17.1% | -11.5% | +28.7% | +20.4% |
| YTD | +5.5% | -1.6% | +7.2% | +4.6% |
| 1Y | +5.6% | -5.1% | +10.7% | +5.7% |
| 3Y | -26.5% | -9.3% | -17.2% | -27.0% |
| 5Y | +6.5% | -41.0% | +47.4% | +18.2% |
| All | +195.9% | +110.3% | +85.7% | +158.3% |
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