+133.9%
BP vs SBAC
+78.4%
+55.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | +4.0% | +0.2% | +3.8% | +3.9% |
| 30D | +7.8% | +3.9% | +4.0% | +7.0% |
| 3M | +8.4% | -8.2% | +16.6% | +9.8% |
| 6M | +15.1% | -2.8% | +17.9% | +14.7% |
| YTD | +36.4% | -1.5% | +38.0% | +35.5% |
| 1Y | +40.9% | 0.0% | +40.9% | +39.4% |
| 3Y | +38.8% | -8.4% | +47.2% | +37.2% |
| 5Y | +141.1% | -43.5% | +184.6% | +163.7% |
| 10Y | +133.9% | +86.9% | +47.0% | +90.2% |
| All | +133.9% | +78.4% | +55.5% | +90.2% |
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