+55.4%
BDX vs SBAC
+83.0%
-27.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +1.0% | -1.1% |
| 7D | -5.4% | -5.3% | -0.1% | -4.0% |
| 30D | -2.2% | +0.4% | -2.6% | -2.3% |
| 3M | +20.1% | -11.9% | +32.0% | +23.9% |
| 6M | +9.1% | -4.5% | +13.5% | +9.2% |
| YTD | +17.9% | -4.3% | +22.2% | +17.7% |
| 1Y | +22.1% | -3.9% | +26.0% | +21.6% |
| 3Y | -10.5% | -11.0% | +0.5% | -10.5% |
| 5Y | -2.6% | -44.1% | +41.5% | +10.9% |
| All | +55.4% | +83.0% | -27.6% | +25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling