+123.8%
FFIV vs SBAC
+110.3%
+13.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.4% |
| 7D | +1.9% | -3.4% | +5.3% | +2.6% |
| 30D | -33.3% | +2.6% | -35.9% | -33.7% |
| 3M | -24.9% | +2.6% | -27.5% | -25.5% |
| 6M | -10.5% | -11.5% | +1.0% | -8.8% |
| YTD | +24.4% | -1.6% | +26.1% | +22.7% |
| 1Y | +32.3% | -5.1% | +37.4% | +31.5% |
| 3Y | +99.7% | -9.3% | +109.1% | +96.0% |
| 5Y | +38.4% | -41.0% | +79.4% | +52.5% |
| All | +123.8% | +110.3% | +13.5% | +109.7% |
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