+309.1%
BBWI vs SBAC
+2,219.2%
-1,910.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | -6.2% | +3.0% | -9.1% | -6.5% |
| 30D | +25.5% | +4.3% | +21.2% | +24.8% |
| 3M | +8.0% | +4.1% | +3.8% | +7.3% |
| 6M | +12.7% | -11.6% | +24.3% | +14.1% |
| YTD | +11.6% | +0.4% | +11.3% | +10.7% |
| 1Y | -0.9% | -1.1% | +0.2% | -1.6% |
| 3Y | -22.7% | -7.3% | -15.4% | -23.2% |
| 5Y | -67.2% | -40.8% | -26.4% | -65.5% |
| 10Y | -43.7% | +103.0% | -146.7% | -49.3% |
| All | +309.1% | +2,219.2% | -1,910.2% | +218.7% |
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