+27.5%
BB vs SBAC
+103.9%
-76.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -1.1% |
| 7D | +11.6% | +3.6% | +8.0% | +10.3% |
| 30D | +2.6% | +4.9% | -2.3% | +0.6% |
| 3M | +3.5% | +6.5% | -3.0% | +0.8% |
| 6M | +43.5% | -11.1% | +54.6% | +47.6% |
| YTD | +141.2% | +0.9% | +140.2% | +133.2% |
| 1Y | +97.4% | -1.6% | +99.0% | +92.7% |
| 3Y | +151.1% | -7.0% | +158.1% | +142.3% |
| 5Y | -12.8% | -39.2% | +26.4% | +1.0% |
| 10Y | +27.5% | +111.4% | -83.9% | +1.2% |
| All | +27.5% | +103.9% | -76.4% | +1.2% |
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