-36.8%
BRKR vs SBAC
-43.5%
+6.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.5% | -0.7% |
| 7D | -8.7% | -2.1% | -6.6% | -8.3% |
| 30D | -9.9% | +2.0% | -11.9% | -10.3% |
| 3M | -3.1% | -8.3% | +5.2% | -1.6% |
| 6M | +45.5% | +0.3% | +45.2% | +42.7% |
| YTD | +13.7% | -2.2% | +15.9% | +11.5% |
| 1Y | +67.4% | -4.6% | +72.1% | +65.6% |
| 3Y | -13.2% | -8.3% | -4.9% | -15.4% |
| All | -36.8% | -43.5% | +6.6% | -22.1% |
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