+4.6%
FE vs SBAC
-2.9%
+7.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -0.4% | -2.8% | +2.4% | -0.1% |
| 30D | +3.6% | +3.1% | +0.5% | +3.2% |
| 3M | +0.3% | +5.1% | -4.8% | -0.5% |
| 6M | +6.4% | -11.4% | +17.8% | +7.6% |
| YTD | +8.1% | +0.2% | +7.9% | +9.6% |
| 1Y | +4.6% | -3.9% | +8.5% | +7.9% |
| All | +4.6% | -2.9% | +7.5% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling