+8.2%
BR vs SBAC
-44.9%
+53.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -5.0% | +0.2% | -5.2% | -5.1% |
| 30D | -2.5% | +3.9% | -6.3% | -3.5% |
| 3M | +13.5% | -8.2% | +21.7% | +16.2% |
| 6M | -9.4% | -2.8% | -6.6% | -9.5% |
| YTD | -23.3% | -1.5% | -21.7% | -23.9% |
| 1Y | -31.6% | 0.0% | -31.6% | -32.6% |
| 3Y | -5.1% | -8.4% | +3.3% | -6.3% |
| 5Y | +8.2% | -43.5% | +51.7% | +29.4% |
| All | +8.2% | -44.9% | +53.1% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling