+303.1%
BKR vs SBAC
+2,110.4%
-1,807.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.8% | -3.8% | -6.3% |
| 7D | -6.7% | -5.3% | -1.4% | -6.0% |
| 30D | -8.3% | +0.4% | -8.7% | -8.4% |
| 3M | -5.4% | -11.9% | +6.5% | -4.0% |
| 6M | +0.8% | -4.5% | +5.3% | +0.8% |
| YTD | +31.8% | -4.3% | +36.2% | +31.7% |
| 1Y | +28.6% | -3.9% | +32.5% | +28.3% |
| 3Y | +71.2% | -11.0% | +82.2% | +70.9% |
| 5Y | +179.2% | -44.1% | +223.3% | +194.1% |
| 10Y | +124.0% | +81.6% | +42.4% | +102.1% |
| All | +303.1% | +2,110.4% | -1,807.3% | +149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling