+156.1%
BAX vs SBAC
+2,207.9%
-2,051.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.7% |
| 7D | +12.1% | +1.2% | +10.9% | +12.0% |
| 30D | +7.6% | +11.2% | -3.6% | +6.8% |
| 3M | -4.5% | +4.5% | -8.9% | -4.8% |
| 6M | +52.0% | -12.2% | +64.2% | +53.2% |
| YTD | +35.1% | -0.1% | +35.3% | +34.6% |
| 1Y | +43.7% | -0.3% | +44.0% | +43.2% |
| 3Y | -20.9% | -8.7% | -12.2% | -20.9% |
| 5Y | -63.5% | -40.2% | -23.4% | -62.7% |
| 10Y | -36.0% | +97.3% | -133.3% | -38.5% |
| All | +156.1% | +2,207.9% | -2,051.8% | +101.5% |
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