+155.7%
FDX vs SBAC
+109.8%
+45.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -2.1% | -2.8% | +0.7% | -1.4% |
| 30D | +10.4% | +3.1% | +7.3% | +9.6% |
| 3M | +0.5% | +5.1% | -4.7% | -0.8% |
| 6M | +6.5% | -11.4% | +17.9% | +8.7% |
| YTD | +40.2% | +0.2% | +40.0% | +38.6% |
| 1Y | +52.1% | -3.9% | +56.0% | +51.7% |
| 3Y | +72.8% | -7.7% | +80.5% | +70.9% |
| 5Y | +76.3% | -39.7% | +116.0% | +91.7% |
| 10Y | +155.7% | +111.9% | +43.8% | +133.0% |
| All | +155.7% | +109.8% | +45.9% | +133.0% |
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