+1,172.5%
BR vs SBAC
+619.8%
+552.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.0% |
| 7D | -5.3% | -0.8% | -4.5% | -5.0% |
| 30D | +6.4% | +6.9% | -0.5% | +3.9% |
| 3M | +13.6% | -8.2% | +21.9% | +17.0% |
| 6M | -6.7% | -1.6% | -5.1% | -7.5% |
| YTD | -21.1% | -0.1% | -21.0% | -22.5% |
| 1Y | -29.6% | -0.5% | -29.1% | -30.9% |
| 3Y | -2.4% | -9.1% | +6.7% | -3.5% |
| 5Y | +11.2% | -43.8% | +55.0% | +30.3% |
| 10Y | +191.8% | +80.5% | +111.3% | +111.4% |
| All | +1,172.5% | +619.8% | +552.7% | +361.0% |
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