+39.2%
BP vs SBAC
-0.2%
+39.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | +9.1% | +3.2% | +5.9% | +8.8% |
| 3M | +3.9% | -5.1% | +9.0% | +4.2% |
| 6M | +13.6% | -2.1% | +15.7% | +13.1% |
| YTD | +34.0% | -0.5% | +34.5% | +32.6% |
| 1Y | +39.2% | +1.1% | +38.0% | +40.2% |
| All | +39.2% | -0.2% | +39.3% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling