+64.0%
FBTC vs SBAC
-20.4%
+84.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -1.4% |
| 7D | -5.8% | -5.3% | -0.6% | -5.8% |
| 30D | +21.4% | +0.4% | +21.0% | +21.4% |
| 3M | +24.5% | -11.9% | +36.4% | +24.5% |
| 6M | +9.9% | -4.5% | +14.4% | +10.2% |
| YTD | -12.0% | -4.3% | -7.7% | -11.9% |
| 1Y | -32.3% | -3.9% | -28.5% | -32.1% |
| All | +64.0% | -20.4% | +84.5% | +60.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling