-42.5%
BBWI vs SBAC
-7.2%
-35.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.0% |
| 7D | +1.5% | -0.8% | +2.3% | +1.6% |
| 30D | -5.2% | +6.9% | -12.1% | -5.9% |
| 3M | +11.1% | -8.2% | +19.3% | +12.3% |
| 6M | -13.4% | -1.6% | -11.7% | -13.1% |
| YTD | +0.1% | -0.1% | +0.2% | +0.1% |
| 1Y | -36.1% | -0.5% | -35.7% | -36.1% |
| All | -42.5% | -7.2% | -35.3% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling