+398.1%
FE vs SBAC
+2,208.1%
-1,810.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | +1.9% | -0.8% | +2.7% | +2.0% |
| 30D | -1.2% | +6.9% | -8.1% | -1.8% |
| 3M | +3.5% | -8.2% | +11.7% | +4.2% |
| 6M | -6.1% | -1.6% | -4.4% | -6.3% |
| YTD | +7.6% | -0.1% | +7.7% | +7.2% |
| 1Y | +11.9% | -0.5% | +12.4% | +11.4% |
| 3Y | +48.4% | -9.1% | +57.5% | +48.6% |
| 5Y | +44.8% | -43.8% | +88.6% | +50.9% |
| 10Y | +115.9% | +80.5% | +35.4% | +106.1% |
| All | +398.1% | +2,208.1% | -1,810.0% | +271.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling