+35.8%
BN vs SBAC
-43.9%
+79.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | -10.9% | +3.2% | -14.2% | -12.0% |
| 3M | -11.1% | -5.1% | -6.0% | -9.7% |
| 6M | -4.4% | -2.1% | -2.3% | -5.2% |
| YTD | -14.1% | -0.5% | -13.6% | -15.7% |
| 1Y | -11.1% | +1.1% | -12.2% | -13.4% |
| 3Y | +75.6% | -7.4% | +83.0% | +71.6% |
| 5Y | +35.8% | -44.3% | +80.1% | +70.7% |
| All | +35.8% | -43.9% | +79.7% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling