+46.1%
FE vs SBAC
-41.3%
+87.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.8% | +0.4% |
| 7D | -0.3% | -3.4% | +3.1% | +0.7% |
| 30D | +3.9% | +2.6% | +1.3% | +3.0% |
| 3M | -0.1% | +2.6% | -2.7% | -1.2% |
| 6M | +6.1% | -11.5% | +17.6% | +9.2% |
| YTD | +8.1% | -1.6% | +9.7% | +6.7% |
| 1Y | +4.4% | -5.1% | +9.5% | +4.4% |
| 3Y | +49.0% | -9.3% | +58.4% | +49.1% |
| 5Y | +46.1% | -41.0% | +87.1% | +66.2% |
| All | +46.1% | -41.3% | +87.4% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling