-43.5%
SBAC vs BG
+84.9%
-128.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | +0.2% | +0.5% | -0.3% | +0.1% |
| 30D | +3.9% | +10.3% | -6.5% | +2.2% |
| 3M | -8.2% | -1.9% | -6.3% | -8.1% |
| 6M | -2.8% | +5.2% | -8.0% | -3.9% |
| YTD | -1.5% | +41.2% | -42.7% | -7.3% |
| 1Y | 0.0% | +50.5% | -50.5% | -7.0% |
| 3Y | -8.4% | +19.9% | -28.3% | -12.4% |
| 5Y | -43.5% | +86.7% | -130.2% | -47.2% |
| All | -43.5% | +84.9% | -128.5% | -47.2% |
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