+154.0%
BB vs SBAC
+2,208.1%
-2,054.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -5.6% | -0.8% | -4.8% | -5.5% |
| 30D | -11.8% | +6.9% | -18.7% | -13.2% |
| 3M | -25.5% | -8.2% | -17.3% | -24.4% |
| 6M | +121.3% | -1.6% | +122.9% | +119.2% |
| YTD | +103.2% | -0.1% | +103.3% | +100.0% |
| 1Y | +102.6% | -0.5% | +103.1% | +99.4% |
| 3Y | +37.5% | -9.1% | +46.6% | +36.1% |
| 5Y | -30.4% | -43.8% | +13.3% | -22.7% |
| 10Y | 0.0% | +80.5% | -80.5% | -16.8% |
| All | +154.0% | +2,208.1% | -2,054.1% | +23.1% |
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