-1.4%
BDX vs SBAC
-44.9%
+43.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.2% |
| 3M | +19.0% | -8.2% | +27.1% | +20.9% |
| 6M | +10.8% | -2.8% | +13.6% | +10.8% |
| YTD | +20.1% | -1.5% | +21.7% | +19.5% |
| 1Y | +23.1% | 0.0% | +23.0% | +21.8% |
| 3Y | -8.8% | -8.4% | -0.4% | -8.9% |
| 5Y | -1.4% | -43.5% | +42.1% | +10.3% |
| All | -1.4% | -44.9% | +43.5% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling