+66.9%
FBTC vs SBAC
-17.3%
+84.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +1.5% | -0.1% | +1.6% | +1.5% |
| 30D | +20.7% | +3.2% | +17.4% | +20.6% |
| 3M | +23.7% | -5.1% | +28.7% | +23.5% |
| 6M | +15.0% | -2.1% | +17.1% | +15.3% |
| YTD | -10.5% | -0.5% | -10.0% | -10.4% |
| 1Y | -30.3% | +1.1% | -31.4% | -30.1% |
| All | +66.9% | -17.3% | +84.1% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling