-13.2%
BRKR vs SBAC
-9.4%
-3.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.5% | -0.3% |
| 7D | -8.7% | -2.1% | -6.6% | -8.6% |
| 30D | -9.9% | +2.0% | -11.9% | -9.9% |
| 3M | -3.1% | -8.3% | +5.2% | -2.1% |
| 6M | +45.5% | +0.3% | +45.2% | +44.7% |
| YTD | +13.7% | -2.2% | +15.9% | +13.1% |
| 1Y | +67.4% | -4.6% | +72.1% | +67.5% |
| 3Y | -13.2% | -8.3% | -4.9% | -11.3% |
| All | -13.2% | -9.4% | -3.9% | -11.3% |
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 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