+307.0%
BBWI vs SBAC
+2,232.4%
-1,925.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -4.2% | +3.6% | -7.9% | -4.7% |
| 30D | +24.9% | +4.9% | +20.0% | +24.0% |
| 3M | +13.2% | +6.5% | +6.8% | +12.2% |
| 6M | +12.1% | -11.1% | +23.2% | +13.5% |
| YTD | +11.1% | +0.9% | +10.1% | +10.0% |
| 1Y | +0.7% | -1.6% | +2.3% | +0.1% |
| 3Y | -23.8% | -7.0% | -16.8% | -24.3% |
| 5Y | -66.9% | -39.2% | -27.7% | -65.4% |
| 10Y | -45.3% | +111.4% | -156.7% | -51.0% |
| All | +307.0% | +2,232.4% | -1,925.4% | +216.8% |
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