-40.5%
SBAC vs BG
+21.9%
-62.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.2% |
| 7D | +0.6% | +2.6% | -1.9% | +0.2% |
| 30D | +5.5% | -6.7% | +12.1% | +6.5% |
| 3M | +3.1% | -9.3% | +12.3% | +4.3% |
| 6M | -7.0% | -18.3% | +11.3% | -4.5% |
| YTD | +0.5% | +16.2% | -15.7% | -3.0% |
| 1Y | +0.2% | +7.6% | -7.4% | -2.0% |
| 3Y | -7.4% | +6.6% | -13.9% | -10.3% |
| All | -40.5% | +21.9% | -62.3% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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