+977.1%
BE vs SBAC
+28.4%
+948.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.8% | -2.4% |
| 7D | +23.9% | +0.2% | +23.8% | +23.9% |
| 30D | +27.8% | +3.9% | +24.0% | +25.7% |
| 3M | +3.7% | -8.2% | +11.9% | +6.2% |
| 6M | +78.0% | -2.8% | +80.7% | +72.8% |
| YTD | +209.9% | -1.5% | +211.4% | +193.4% |
| 1Y | +389.6% | 0.0% | +389.6% | +361.0% |
| 3Y | +1,730.6% | -8.4% | +1,739.0% | +1,627.1% |
| 5Y | +1,227.8% | -43.5% | +1,271.3% | +1,619.3% |
| All | +977.1% | +28.4% | +948.7% | +718.2% |
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