+14.3%
BR vs SBAC
-6.5%
+20.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | +1.1% | +0.6% | +0.5% | +1.0% |
| 30D | +14.4% | +5.5% | +8.9% | +13.1% |
| 3M | +12.4% | +3.1% | +9.3% | +11.6% |
| 6M | +35.4% | -7.0% | +42.5% | +36.6% |
| YTD | -12.2% | +0.5% | -12.7% | -13.0% |
| 1Y | -12.7% | +0.2% | -13.0% | -13.5% |
| 3Y | +14.3% | -7.4% | +21.6% | +13.6% |
| All | +14.3% | -6.5% | +20.8% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling