+130.0%
FDS vs SBAC
+97.3%
+32.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.5% |
| 7D | -5.0% | +3.0% | -7.9% | -6.0% |
| 30D | +13.8% | +4.3% | +9.5% | +11.9% |
| 3M | +14.8% | +4.1% | +10.7% | +12.8% |
| 6M | +47.4% | -11.6% | +59.0% | +53.4% |
| YTD | +14.2% | +0.4% | +13.8% | +11.7% |
| 1Y | +26.6% | -1.1% | +27.8% | +24.5% |
| 3Y | -24.4% | -7.3% | -17.2% | -25.8% |
| 5Y | -22.6% | -40.8% | +18.1% | -9.1% |
| 10Y | +130.0% | +103.0% | +27.0% | +95.5% |
| All | +130.0% | +97.3% | +32.7% | +95.5% |
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