+1,053.3%
BAH vs SBAC
+457.1%
+596.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -3.9% |
| 7D | -3.5% | +1.2% | -4.8% | -3.9% |
| 30D | +24.3% | +11.2% | +13.1% | +20.6% |
| 3M | +16.3% | +4.5% | +11.9% | +14.7% |
| 6M | +13.6% | -12.2% | +25.7% | +17.1% |
| YTD | +3.5% | -0.1% | +3.6% | +2.0% |
| 1Y | +2.7% | -0.3% | +3.0% | +1.3% |
| 3Y | -26.6% | -8.7% | -17.8% | -27.2% |
| 5Y | +8.5% | -40.2% | +48.7% | +20.0% |
| 10Y | +225.1% | +97.3% | +127.8% | +142.4% |
| All | +1,053.3% | +457.1% | +596.1% | +429.9% |
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