+109.8%
FE vs SBAC
+96.3%
+13.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.3% |
| 7D | 0.0% | +1.2% | -1.2% | -0.6% |
| 30D | +5.2% | +11.2% | -6.0% | +0.8% |
| 3M | 0.0% | +4.5% | -4.5% | -2.1% |
| 6M | +5.0% | -12.2% | +17.2% | +9.2% |
| YTD | +7.9% | -0.1% | +8.0% | +5.2% |
| 1Y | +6.3% | -0.3% | +6.6% | +3.6% |
| 3Y | +46.0% | -8.7% | +54.7% | +44.6% |
| 5Y | +45.6% | -40.2% | +85.8% | +69.6% |
| All | +109.8% | +96.3% | +13.5% | +56.6% |
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