-23.8%
FDS vs SBAC
-10.4%
-13.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -3.3% |
| 7D | -0.5% | +1.2% | -1.7% | -0.8% |
| 30D | +20.2% | +11.2% | +9.0% | +17.4% |
| 3M | +19.9% | +4.5% | +15.4% | +18.7% |
| 6M | +56.2% | -12.2% | +68.3% | +59.4% |
| YTD | +14.6% | -0.1% | +14.7% | +13.4% |
| 1Y | +31.6% | -0.3% | +31.9% | +30.2% |
| 3Y | -23.8% | -8.7% | -15.1% | -23.5% |
| All | -23.8% | -10.4% | -13.4% | -23.5% |
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 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