-32.7%
BR vs SBAC
-2.5%
-30.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.7% |
| 7D | -3.0% | -2.1% | -0.9% | -2.6% |
| 30D | -0.3% | +2.0% | -2.3% | -0.6% |
| 3M | +17.3% | -8.3% | +25.6% | +18.2% |
| 6M | -6.7% | +0.3% | -7.0% | -7.2% |
| YTD | -23.4% | -2.2% | -21.2% | -23.4% |
| 1Y | -32.7% | -4.6% | -28.0% | -33.3% |
| All | -32.7% | -2.5% | -30.2% | -33.3% |
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 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