+2.4%
BB vs SBAC
+78.4%
-76.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | +1.8% | +0.2% | +1.7% | +1.8% |
| 30D | -12.2% | +3.9% | -16.1% | -13.4% |
| 3M | -12.3% | -8.2% | -4.2% | -10.2% |
| 6M | +122.7% | -2.8% | +125.5% | +120.3% |
| YTD | +104.5% | -1.5% | +106.0% | +100.2% |
| 1Y | +106.7% | 0.0% | +106.6% | +100.6% |
| 3Y | +70.0% | -8.4% | +78.3% | +64.8% |
| 5Y | -27.8% | -43.5% | +15.8% | -13.8% |
| 10Y | +2.4% | +86.9% | -84.5% | -18.3% |
| All | +2.4% | +78.4% | -76.0% | -18.3% |
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