+2,410.8%
FDS vs SBAC
+2,208.1%
+202.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.3% |
| 7D | -1.9% | -0.8% | -1.1% | -1.8% |
| 30D | +9.0% | +6.9% | +2.1% | +7.8% |
| 3M | +18.9% | -8.2% | +27.1% | +20.5% |
| 6M | +35.1% | -1.6% | +36.8% | +34.9% |
| YTD | +5.5% | -0.1% | +5.6% | +4.9% |
| 1Y | -16.8% | -0.5% | -16.4% | -17.3% |
| 3Y | -28.1% | -9.1% | -19.0% | -28.1% |
| 5Y | -17.4% | -43.8% | +26.4% | -11.2% |
| 10Y | +85.4% | +80.5% | +4.9% | +66.6% |
| All | +2,410.8% | +2,208.1% | +202.6% | +1,386.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling