-57.4%
BBWI vs SBAC
+78.4%
-135.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.0% | -5.3% | -6.0% |
| 7D | -4.4% | +0.2% | -4.6% | -4.5% |
| 30D | -7.4% | +3.9% | -11.2% | -8.5% |
| 3M | -2.2% | -8.2% | +6.0% | -0.1% |
| 6M | -16.3% | -2.8% | -13.5% | -16.9% |
| YTD | -9.1% | -1.5% | -7.6% | -10.4% |
| 1Y | -34.5% | 0.0% | -34.5% | -35.9% |
| 3Y | -47.0% | -8.4% | -38.6% | -48.0% |
| 5Y | -68.8% | -43.5% | -25.3% | -63.9% |
| 10Y | -57.4% | +86.9% | -144.3% | -63.1% |
| All | -57.4% | +78.4% | -135.7% | -63.1% |
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 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