-20.9%
BAX vs SBAC
-10.4%
-10.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.9% |
| 7D | +12.1% | +1.2% | +10.9% | +11.9% |
| 30D | +7.6% | +11.2% | -3.6% | +5.3% |
| 3M | -4.5% | +4.5% | -8.9% | -5.5% |
| 6M | +52.0% | -12.2% | +64.2% | +55.1% |
| YTD | +35.1% | -0.1% | +35.3% | +34.4% |
| 1Y | +43.7% | -0.3% | +44.0% | +42.9% |
| 3Y | -20.9% | -8.7% | -12.2% | -17.8% |
| All | -20.9% | -10.4% | -10.6% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling