-24.3%
BB vs SBAC
-43.9%
+19.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | -12.4% | +3.2% | -15.6% | -13.3% |
| 3M | -15.3% | -5.1% | -10.2% | -14.3% |
| 6M | +128.8% | -2.1% | +130.9% | +126.2% |
| YTD | +107.7% | -0.5% | +108.2% | +103.0% |
| 1Y | +103.9% | +1.1% | +102.8% | +97.4% |
| 3Y | +72.6% | -7.4% | +80.0% | +65.4% |
| 5Y | -24.3% | -44.3% | +20.1% | -11.9% |
| All | -24.3% | -43.9% | +19.7% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling