+1,013.0%
SBAC vs BG
+954.5%
+58.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.0% |
| 7D | +0.6% | +2.6% | -1.9% | -0.1% |
| 30D | +5.5% | -6.7% | +12.1% | +7.5% |
| 3M | +3.1% | -9.3% | +12.3% | +5.5% |
| 6M | -7.0% | -18.3% | +11.3% | -2.4% |
| YTD | +0.5% | +16.2% | -15.7% | -5.4% |
| 1Y | +0.2% | +7.6% | -7.4% | -3.5% |
| 3Y | -7.4% | +6.6% | -13.9% | -12.6% |
| 5Y | -39.7% | +22.2% | -61.9% | -47.0% |
| 10Y | +112.5% | +112.0% | +0.5% | +42.4% |
| All | +1,013.0% | +954.5% | +58.5% | +481.0% |
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