+127.0%
BP vs SBAC
+103.9%
+23.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -6.3% | +3.6% | -10.0% | -7.0% |
| 30D | -3.6% | +4.9% | -8.5% | -4.5% |
| 3M | +5.2% | +6.5% | -1.2% | +3.8% |
| 6M | +5.3% | -11.1% | +16.4% | +7.1% |
| YTD | +33.1% | +0.9% | +32.2% | +31.4% |
| 1Y | +26.3% | -1.6% | +27.8% | +25.3% |
| 3Y | +47.5% | -7.0% | +54.5% | +45.5% |
| 5Y | +106.2% | -39.2% | +145.4% | +121.4% |
| 10Y | +127.0% | +111.4% | +15.6% | +82.8% |
| All | +127.0% | +103.9% | +23.1% | +82.8% |
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