-37.1%
BAX vs SBAC
+76.8%
-113.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.6% |
| 7D | -2.4% | -0.1% | -2.4% | -2.4% |
| 30D | -9.7% | +3.2% | -13.0% | -10.6% |
| 3M | +29.3% | -5.1% | +34.3% | +30.8% |
| 6M | +40.7% | -2.1% | +42.8% | +40.0% |
| YTD | +30.3% | -0.5% | +30.8% | +28.3% |
| 1Y | +3.4% | +1.1% | +2.3% | +1.2% |
| 3Y | -32.0% | -7.4% | -24.6% | -32.8% |
| 5Y | -66.9% | -44.3% | -22.5% | -61.7% |
| 10Y | -37.1% | +77.6% | -114.6% | -47.2% |
| All | -37.1% | +76.8% | -113.9% | -47.2% |
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