+33.2%
BE vs SBAC
+0.4%
+32.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -4.9% | -4.2% |
| 7D | -13.4% | +3.6% | -17.0% | -12.3% |
| 30D | -33.9% | +4.9% | -38.8% | -32.5% |
| 3M | -12.0% | +6.5% | -18.4% | -10.3% |
| 6M | -29.0% | -11.1% | -17.8% | -28.5% |
| YTD | +113.4% | +0.9% | +112.5% | +120.2% |
| 1Y | +33.2% | -1.6% | +34.7% | +50.0% |
| All | +33.2% | +0.4% | +32.8% | +50.0% |
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