+78.3%
FDS vs SBAC
+76.8%
+1.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.1% |
| 7D | -5.4% | -0.1% | -5.3% | -5.3% |
| 30D | +1.6% | +3.2% | -1.7% | +0.4% |
| 3M | +17.7% | -5.1% | +22.8% | +19.8% |
| 6M | +29.1% | -2.1% | +31.2% | +28.4% |
| YTD | +1.0% | -0.5% | +1.5% | -0.5% |
| 1Y | -21.6% | +1.1% | -22.8% | -23.4% |
| 3Y | -30.1% | -7.4% | -22.7% | -31.4% |
| 5Y | -20.7% | -44.3% | +23.6% | -4.4% |
| 10Y | +78.3% | +77.6% | +0.7% | +53.4% |
| All | +78.3% | +76.8% | +1.5% | +53.4% |
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