+122.7%
FE vs SBAC
+109.8%
+12.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -0.4% | -2.8% | +2.4% | +0.6% |
| 30D | +3.6% | +3.1% | +0.5% | +2.2% |
| 3M | +0.3% | +5.1% | -4.8% | -2.0% |
| 6M | +6.4% | -11.4% | +17.8% | +10.2% |
| YTD | +8.1% | +0.2% | +7.9% | +5.3% |
| 1Y | +4.6% | -3.9% | +8.5% | +3.6% |
| 3Y | +49.1% | -7.7% | +56.8% | +47.0% |
| 5Y | +46.1% | -39.7% | +85.8% | +69.6% |
| 10Y | +122.7% | +111.9% | +10.8% | +74.8% |
| All | +122.7% | +109.8% | +12.9% | +74.8% |
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