+49.8%
FE vs SBAC
-8.5%
+58.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.8% | +0.4% |
| 7D | -0.3% | -3.4% | +3.1% | +0.5% |
| 30D | +3.9% | +2.6% | +1.3% | +3.1% |
| 3M | -0.1% | +2.6% | -2.7% | -1.0% |
| 6M | +6.1% | -11.5% | +17.6% | +8.8% |
| YTD | +8.1% | -1.6% | +9.7% | +7.3% |
| 1Y | +4.4% | -5.1% | +9.5% | +5.0% |
| All | +49.8% | -8.5% | +58.3% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling