-67.2%
BBWI vs SBAC
-40.7%
-26.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | -6.2% | +3.0% | -9.1% | -6.8% |
| 30D | +25.5% | +4.3% | +21.2% | +24.2% |
| 3M | +8.0% | +4.1% | +3.8% | +6.7% |
| 6M | +12.7% | -11.6% | +24.3% | +15.6% |
| YTD | +11.6% | +0.4% | +11.3% | +10.0% |
| 1Y | -0.9% | -1.1% | +0.2% | -2.0% |
| 3Y | -22.7% | -7.3% | -15.4% | -24.3% |
| 5Y | -67.2% | -40.8% | -26.4% | -62.3% |
| All | -67.2% | -40.7% | -26.5% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling