-1.9%
BAH vs SBAC
-43.7%
+41.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | -3.2% | -0.8% | -2.5% | -3.1% |
| 30D | +2.0% | +6.9% | -4.9% | +0.6% |
| 3M | -7.6% | -8.2% | +0.6% | -6.2% |
| 6M | -5.7% | -1.6% | -4.0% | -5.9% |
| YTD | -11.7% | -0.1% | -11.6% | -12.4% |
| 1Y | -27.4% | -0.5% | -26.9% | -27.9% |
| 3Y | -32.5% | -9.1% | -23.5% | -32.8% |
| All | -1.9% | -43.7% | +41.8% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling