+183.5%
BP vs SBAC
+2,207.9%
-2,024.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.2% |
| 7D | -11.6% | +1.2% | -12.8% | -11.8% |
| 30D | 0.0% | +11.2% | -11.1% | -1.1% |
| 3M | +6.7% | +4.5% | +2.3% | +6.1% |
| 6M | +2.2% | -12.2% | +14.3% | +3.2% |
| YTD | +33.0% | -0.1% | +33.1% | +32.2% |
| 1Y | +30.7% | -0.3% | +31.0% | +30.0% |
| 3Y | +44.2% | -8.7% | +52.9% | +43.6% |
| 5Y | +105.1% | -40.2% | +145.3% | +111.4% |
| 10Y | +133.5% | +97.3% | +36.2% | +113.6% |
| All | +183.5% | +2,207.9% | -2,024.4% | +90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling