-45.3%
BBWI vs SBAC
+103.9%
-149.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -4.2% | +3.6% | -7.9% | -5.2% |
| 30D | +24.9% | +4.9% | +20.0% | +23.0% |
| 3M | +13.2% | +6.5% | +6.8% | +10.9% |
| 6M | +12.1% | -11.1% | +23.2% | +15.3% |
| YTD | +11.1% | +0.9% | +10.1% | +8.5% |
| 1Y | +0.7% | -1.6% | +2.3% | -0.8% |
| 3Y | -23.8% | -7.0% | -16.8% | -25.6% |
| 5Y | -66.9% | -39.2% | -27.7% | -62.6% |
| 10Y | -45.3% | +111.4% | -156.7% | -53.9% |
| All | -45.3% | +103.9% | -149.2% | -53.9% |
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 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