+153.5%
FDX vs SBAC
+114.8%
+38.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.2% |
| 7D | +5.2% | +0.6% | +4.6% | +5.1% |
| 30D | +11.3% | +5.5% | +5.8% | +10.0% |
| 3M | -4.1% | +3.1% | -7.2% | -4.9% |
| 6M | +9.6% | -7.0% | +16.7% | +10.8% |
| YTD | +40.9% | +0.5% | +40.4% | +39.2% |
| 1Y | +53.0% | +0.2% | +52.8% | +51.2% |
| 3Y | +74.1% | -7.4% | +81.4% | +72.0% |
| 5Y | +75.1% | -39.7% | +114.8% | +90.4% |
| All | +153.5% | +114.8% | +38.7% | +126.0% |
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