+141.8%
BRKR vs SBAC
+350.1%
-208.2%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 6M | +45.5% | +0.3% | +45.2% | +43.3% |
| YTD | +13.7% | -2.2% | +15.9% | +12.0% |
| 1Y | +67.4% | -4.6% | +72.1% | +65.7% |
| 3Y | -13.2% | -8.3% | -4.9% | -14.4% |
| 5Y | -39.5% | -42.8% | +3.4% | -34.6% |
| 10Y | +153.5% | +85.6% | +67.8% | +116.7% |
| All | +141.8% | +350.1% | -208.2% | +82.4% |
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 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