+58.7%
FBTC vs SBAC
-16.7%
+75.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -6.8% | -2.8% | -4.0% | -6.8% |
| 30D | -9.9% | +3.1% | -13.0% | -9.9% |
| 3M | +17.5% | +5.1% | +12.3% | +17.5% |
| 6M | -9.1% | -11.4% | +2.3% | -9.0% |
| YTD | -14.9% | +0.2% | -15.1% | -14.8% |
| 1Y | -27.6% | -3.9% | -23.7% | -27.5% |
| All | +58.7% | -16.7% | +75.4% | +55.4% |
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