+394.5%
FE vs SBAC
+2,207.9%
-1,813.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.2% |
| 7D | -1.0% | +1.2% | -2.2% | -1.2% |
| 30D | +4.1% | +11.2% | -7.0% | +3.0% |
| 3M | -1.0% | +4.5% | -5.5% | -1.5% |
| 6M | +4.0% | -12.2% | +16.2% | +5.1% |
| YTD | +6.8% | -0.1% | +7.0% | +6.3% |
| 1Y | +5.3% | -0.3% | +5.5% | +4.8% |
| 3Y | +44.6% | -8.7% | +53.3% | +44.7% |
| 5Y | +44.2% | -40.2% | +84.4% | +49.4% |
| 10Y | +107.3% | +97.3% | +9.9% | +96.6% |
| All | +394.5% | +2,207.9% | -1,813.4% | +268.9% |
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