+149.5%
BRKR vs SBAC
+87.1%
+62.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.5% | -0.9% |
| 7D | -8.7% | -2.1% | -6.6% | -8.1% |
| 30D | -9.9% | +2.0% | -11.9% | -10.5% |
| 3M | -3.1% | -8.3% | +5.2% | -1.4% |
| 6M | +45.5% | +0.3% | +45.2% | +41.6% |
| YTD | +13.7% | -2.2% | +15.9% | +10.7% |
| 1Y | +67.4% | -4.6% | +72.1% | +64.5% |
| 3Y | -13.2% | -8.3% | -4.9% | -16.0% |
| 5Y | -39.5% | -42.8% | +3.4% | -29.2% |
| All | +149.5% | +87.1% | +62.4% | +117.5% |
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