-33.9%
BAX vs SBAC
+97.3%
-131.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | +9.0% | +3.0% | +6.1% | +8.1% |
| 30D | +8.5% | +4.3% | +4.2% | +7.1% |
| 3M | -4.1% | +4.1% | -8.2% | -5.5% |
| 6M | +46.9% | -11.6% | +58.6% | +51.3% |
| YTD | +38.4% | +0.4% | +38.0% | +35.7% |
| 1Y | +47.0% | -1.1% | +48.1% | +44.7% |
| 3Y | -14.9% | -7.3% | -7.7% | -15.8% |
| 5Y | -62.5% | -40.8% | -21.7% | -57.7% |
| 10Y | -33.9% | +103.0% | -136.9% | -43.2% |
| All | -33.9% | +97.3% | -131.2% | -43.2% |
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