+66.4%
FBTC vs SBAC
-18.1%
+84.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.2% |
| 7D | +1.1% | +0.2% | +0.9% | +1.1% |
| 30D | +22.3% | +3.9% | +18.4% | +22.2% |
| 3M | +26.0% | -8.2% | +34.2% | +25.9% |
| 6M | +13.2% | -2.8% | +15.9% | +13.4% |
| YTD | -10.7% | -1.5% | -9.2% | -10.6% |
| 1Y | -30.0% | 0.0% | -30.0% | -29.8% |
| All | +66.4% | -18.1% | +84.5% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling