+302.3%
BN vs SBAC
+109.8%
+192.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.5% |
| 7D | -2.4% | -2.8% | +0.4% | -1.3% |
| 30D | +13.5% | +3.1% | +10.4% | +12.0% |
| 3M | -5.9% | +5.1% | -11.1% | -8.1% |
| 6M | -8.9% | -11.4% | +2.5% | -5.3% |
| YTD | -7.9% | +0.2% | -8.1% | -10.4% |
| 1Y | -8.3% | -3.9% | -4.4% | -9.1% |
| 3Y | +100.8% | -7.7% | +108.4% | +96.5% |
| 5Y | +38.2% | -39.7% | +78.0% | +63.0% |
| 10Y | +302.3% | +111.9% | +190.4% | +224.7% |
| All | +302.3% | +109.8% | +192.5% | +224.7% |
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 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