+562.9%
BBY vs SBAC
+2,199.0%
-1,636.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +8.1% | -0.1% | +8.2% | +8.1% |
| 30D | +8.9% | +3.2% | +5.7% | +8.3% |
| 3M | +22.0% | -5.1% | +27.1% | +22.9% |
| 6M | +37.8% | -2.1% | +39.9% | +37.4% |
| YTD | +37.3% | -0.5% | +37.8% | +36.3% |
| 1Y | +21.6% | +1.1% | +20.4% | +20.3% |
| 3Y | +41.5% | -7.4% | +48.9% | +40.6% |
| 5Y | +1.2% | -44.3% | +45.6% | +8.4% |
| 10Y | +237.8% | +77.6% | +160.2% | +200.1% |
| All | +562.9% | +2,199.0% | -1,636.1% | +315.9% |
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