+178.9%
BP vs SBAC
+2,208.1%
-2,029.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +3.9% | -0.8% | +4.7% | +4.0% |
| 30D | +7.6% | +6.9% | +0.7% | +6.9% |
| 3M | +0.7% | -8.2% | +8.9% | +1.4% |
| 6M | +15.5% | -1.6% | +17.1% | +15.2% |
| YTD | +30.8% | -0.1% | +30.9% | +30.2% |
| 1Y | +34.3% | -0.5% | +34.8% | +33.7% |
| 3Y | +35.1% | -9.1% | +44.1% | +34.6% |
| 5Y | +126.8% | -43.8% | +170.6% | +135.3% |
| 10Y | +123.4% | +80.5% | +42.8% | +106.1% |
| All | +178.9% | +2,208.1% | -2,029.2% | +88.0% |
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