-9.0%
BDX vs SBAC
-8.7%
-0.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | -3.6% | +0.2% | -3.7% | -3.6% |
| 30D | +0.7% | +3.9% | -3.2% | 0.0% |
| 3M | +19.0% | -8.2% | +27.1% | +20.4% |
| 6M | +10.8% | -2.8% | +13.6% | +11.2% |
| YTD | +20.1% | -1.5% | +21.7% | +20.1% |
| 1Y | +23.1% | 0.0% | +23.0% | +22.5% |
| All | -9.0% | -8.7% | -0.2% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling