+1,251.0%
BE vs SBAC
-43.9%
+1,294.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.4% | +10.0% | +9.8% |
| 7D | +29.8% | -0.1% | +29.8% | +29.8% |
| 30D | +26.4% | +3.2% | +23.1% | +24.8% |
| 3M | +9.3% | -5.1% | +14.4% | +10.2% |
| 6M | +105.1% | -2.1% | +107.2% | +99.4% |
| YTD | +219.0% | -0.5% | +219.6% | +202.0% |
| 1Y | +418.8% | +1.1% | +417.6% | +388.0% |
| 3Y | +1,784.6% | -7.4% | +1,792.0% | +1,663.4% |
| 5Y | +1,251.0% | -44.3% | +1,295.3% | +1,717.7% |
| All | +1,251.0% | -43.9% | +1,294.9% | +1,717.7% |
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 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