+187.0%
BR vs SBAC
+87.1%
+99.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.1% |
| 7D | -3.0% | -2.1% | -0.9% | -2.3% |
| 30D | -0.3% | +2.0% | -2.3% | -1.0% |
| 3M | +17.3% | -8.3% | +25.6% | +20.5% |
| 6M | -6.7% | +0.3% | -7.0% | -8.1% |
| YTD | -23.4% | -2.2% | -21.2% | -24.1% |
| 1Y | -32.7% | -4.6% | -28.0% | -32.8% |
| 3Y | -5.9% | -8.3% | +2.4% | -7.4% |
| 5Y | +8.4% | -42.8% | +51.3% | +27.4% |
| All | +187.0% | +87.1% | +99.9% | +124.3% |
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