+130.1%
FDS vs SBAC
+114.8%
+15.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.2% |
| 7D | +1.5% | +0.6% | +0.8% | +1.2% |
| 30D | +14.8% | +5.5% | +9.3% | +12.5% |
| 3M | +16.3% | +3.1% | +13.2% | +14.6% |
| 6M | +66.2% | -7.0% | +73.3% | +69.8% |
| YTD | +16.2% | +0.5% | +15.7% | +13.7% |
| 1Y | +21.8% | +0.2% | +21.6% | +19.2% |
| 3Y | -23.9% | -7.4% | -16.5% | -25.3% |
| 5Y | -23.1% | -39.7% | +16.6% | -10.3% |
| All | +130.1% | +114.8% | +15.3% | +87.1% |
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