+1,006.2%
SBAC vs BG
+1,131.5%
-125.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -0.8% | +2.8% | -3.6% | -1.7% |
| 30D | +6.9% | +12.0% | -5.1% | +3.2% |
| 3M | -8.2% | -7.7% | -0.5% | -6.6% |
| 6M | -1.6% | +4.5% | -6.1% | -3.8% |
| YTD | -0.1% | +35.7% | -35.8% | -9.8% |
| 1Y | -0.5% | +50.1% | -50.5% | -13.2% |
| 3Y | -9.1% | +12.6% | -21.7% | -15.3% |
| 5Y | -43.8% | +75.4% | -119.2% | -55.8% |
| 10Y | +80.5% | +150.5% | -69.9% | +15.2% |
| All | +1,006.2% | +1,131.5% | -125.3% | +453.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling