+104.2%
BN vs SBAC
-8.2%
+112.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.4% | +3.7% |
| 7D | +3.6% | +3.0% | +0.7% | +3.0% |
| 30D | +15.9% | +4.3% | +11.5% | +14.7% |
| 3M | -2.3% | +4.1% | -6.5% | -3.3% |
| 6M | -8.4% | -11.6% | +3.2% | -6.3% |
| YTD | -5.9% | +0.4% | -6.2% | -6.9% |
| 1Y | -5.6% | -1.1% | -4.5% | -6.2% |
| 3Y | +104.2% | -7.3% | +111.5% | +99.5% |
| All | +104.2% | -8.2% | +112.4% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling