+256.9%
BN vs SBAC
+83.0%
+173.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.1% |
| 7D | -5.9% | -5.3% | -0.6% | -3.8% |
| 30D | -15.1% | +0.4% | -15.5% | -15.2% |
| 3M | -14.6% | -11.9% | -2.7% | -10.5% |
| 6M | -8.4% | -4.5% | -3.9% | -8.6% |
| YTD | -16.8% | -4.3% | -12.5% | -17.3% |
| 1Y | -14.4% | -3.9% | -10.5% | -15.2% |
| 3Y | +70.1% | -11.0% | +81.1% | +69.2% |
| 5Y | +33.5% | -44.1% | +77.6% | +62.7% |
| All | +256.9% | +83.0% | +173.8% | +188.5% |
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