+1,071.5%
BAH vs SBAC
+459.9%
+611.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | -1.5% | +3.0% | -4.5% | -2.3% |
| 30D | +17.3% | +4.3% | +13.0% | +15.9% |
| 3M | +14.9% | +4.1% | +10.7% | +13.3% |
| 6M | +14.2% | -11.6% | +25.9% | +17.6% |
| YTD | +5.1% | +0.4% | +4.8% | +3.5% |
| 1Y | +2.1% | -1.1% | +3.2% | +0.9% |
| 3Y | -26.0% | -7.3% | -18.7% | -27.0% |
| 5Y | +9.0% | -40.8% | +49.7% | +20.9% |
| 10Y | +208.8% | +103.0% | +105.8% | +128.6% |
| All | +1,071.5% | +459.9% | +611.6% | +437.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling