+204.2%
BB vs SBAC
+2,219.2%
-2,015.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.4% |
| 7D | +15.0% | +3.0% | +12.0% | +14.2% |
| 30D | +3.5% | +4.3% | -0.8% | +2.2% |
| 3M | +2.7% | +4.1% | -1.5% | +1.3% |
| 6M | +44.7% | -11.6% | +56.4% | +47.6% |
| YTD | +143.3% | +0.4% | +142.9% | +138.4% |
| 1Y | +102.2% | -1.1% | +103.3% | +98.9% |
| 3Y | +156.1% | -7.3% | +163.4% | +152.1% |
| 5Y | -17.6% | -40.8% | +23.2% | -9.8% |
| 10Y | +29.0% | +103.0% | -74.0% | +4.2% |
| All | +204.2% | +2,219.2% | -2,015.1% | +46.8% |
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