+156.5%
BAX vs SBAC
+2,208.1%
-2,051.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | -1.1% | -0.8% | -0.4% | -1.1% |
| 30D | -5.5% | +6.9% | -12.4% | -5.9% |
| 3M | +33.5% | -8.2% | +41.8% | +34.2% |
| 6M | +35.9% | -1.6% | +37.5% | +35.7% |
| YTD | +35.4% | -0.1% | +35.5% | +34.9% |
| 1Y | +9.8% | -0.5% | +10.2% | +9.4% |
| 3Y | -32.7% | -9.1% | -23.7% | -32.7% |
| 5Y | -65.6% | -43.8% | -21.8% | -64.6% |
| 10Y | -34.9% | +80.5% | -115.4% | -37.2% |
| All | +156.5% | +2,208.1% | -2,051.6% | +101.9% |
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