+641.7%
BE vs SBAC
+31.6%
+610.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -4.9% | -4.6% |
| 7D | -13.4% | +3.6% | -17.0% | -14.9% |
| 30D | -33.9% | +4.9% | -38.8% | -35.9% |
| 3M | -12.0% | +6.5% | -18.4% | -15.1% |
| 6M | -29.0% | -11.1% | -17.8% | -27.0% |
| YTD | +113.4% | +0.9% | +112.5% | +98.1% |
| 1Y | +33.2% | -1.6% | +34.7% | +26.2% |
| 3Y | +1,659.2% | -7.0% | +1,666.2% | +1,539.7% |
| 5Y | +461.4% | -39.2% | +500.6% | +594.6% |
| All | +641.7% | +31.6% | +610.0% | +452.6% |
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