+22.1%
BDX vs SBAC
-2.7%
+24.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +1.0% | -1.5% |
| 7D | -5.4% | -5.3% | -0.1% | -4.8% |
| 30D | -2.2% | +0.4% | -2.6% | -2.2% |
| 3M | +20.1% | -11.9% | +32.0% | +21.3% |
| 6M | +9.1% | -4.5% | +13.5% | +11.3% |
| YTD | +17.9% | -4.3% | +22.2% | +20.0% |
| 1Y | +22.1% | -3.9% | +26.0% | +24.8% |
| All | +22.1% | -2.7% | +24.8% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling