+348.1%
FERG vs SBAC
+83.0%
+265.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.5% |
| 7D | -1.0% | -5.3% | +4.3% | -0.1% |
| 30D | -11.8% | +0.4% | -12.2% | -11.9% |
| 3M | -1.2% | -11.9% | +10.7% | +0.7% |
| 6M | -2.3% | -4.5% | +2.2% | -2.2% |
| YTD | +0.8% | -4.3% | +5.1% | +0.8% |
| 1Y | +0.5% | -3.9% | +4.4% | +0.3% |
| 3Y | +51.4% | -11.0% | +62.4% | +51.6% |
| 5Y | +67.5% | -44.1% | +111.6% | +79.0% |
| All | +348.1% | +83.0% | +265.1% | +356.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling