+49.1%
BAX vs SBAC
-0.1%
+49.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.4% |
| 7D | +9.0% | +3.0% | +6.1% | +8.8% |
| 30D | +8.5% | +4.3% | +4.2% | +8.0% |
| 3M | -4.1% | +4.1% | -8.2% | -4.6% |
| 6M | +46.9% | -11.6% | +58.6% | +46.3% |
| YTD | +38.4% | +0.4% | +38.0% | +40.6% |
| All | +49.1% | -0.1% | +49.2% | +51.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling