-31.3%
BAH vs SBAC
-7.2%
-24.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | -3.2% | -0.8% | -2.5% | -3.1% |
| 30D | +2.0% | +6.9% | -4.9% | +0.9% |
| 3M | -7.6% | -8.2% | +0.6% | -6.6% |
| 6M | -5.7% | -1.6% | -4.0% | -5.9% |
| YTD | -11.7% | -0.1% | -11.6% | -12.2% |
| 1Y | -27.4% | -0.5% | -26.9% | -27.8% |
| All | -31.3% | -7.2% | -24.1% | -32.4% |
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