+209.9%
BKNG vs SBAC
+83.0%
+126.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.4% | +1.1% |
| 7D | -10.7% | -5.3% | -5.4% | -9.7% |
| 30D | -18.1% | +0.4% | -18.5% | -18.2% |
| 3M | +8.5% | -11.9% | +20.4% | +11.1% |
| 6M | -0.1% | -4.5% | +4.4% | 0.0% |
| YTD | -18.2% | -4.3% | -13.9% | -18.4% |
| 1Y | -19.9% | -3.9% | -16.0% | -20.2% |
| 3Y | +41.6% | -11.0% | +52.6% | +40.3% |
| 5Y | +93.1% | -44.1% | +137.2% | +114.9% |
| All | +209.9% | +83.0% | +126.9% | +148.2% |
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