+120.9%
FE vs SBAC
+103.9%
+17.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -0.5% | +3.6% | -4.2% | -1.9% |
| 30D | +4.3% | +4.9% | -0.6% | +2.3% |
| 3M | +0.4% | +6.5% | -6.1% | -2.4% |
| 6M | +6.9% | -11.1% | +18.1% | +10.6% |
| YTD | +8.0% | +0.9% | +7.1% | +4.9% |
| 1Y | +4.8% | -1.6% | +6.4% | +2.8% |
| 3Y | +49.0% | -7.0% | +55.9% | +46.5% |
| 5Y | +46.2% | -39.2% | +85.4% | +69.2% |
| 10Y | +120.9% | +111.4% | +9.5% | +72.4% |
| All | +120.9% | +103.9% | +17.0% | +72.4% |
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