+126.6%
FFIV vs SBAC
+97.3%
+29.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | -2.1% | +3.0% | -5.1% | -2.7% |
| 30D | -33.8% | +4.3% | -38.1% | -34.4% |
| 3M | -20.6% | +4.1% | -24.8% | -21.5% |
| 6M | -10.2% | -11.6% | +1.4% | -8.5% |
| YTD | +24.5% | +0.4% | +24.1% | +22.3% |
| 1Y | +29.3% | -1.1% | +30.4% | +27.4% |
| 3Y | +103.8% | -7.3% | +111.0% | +99.0% |
| 5Y | +40.9% | -40.8% | +81.6% | +55.1% |
| 10Y | +126.6% | +103.0% | +23.6% | +116.1% |
| All | +126.6% | +97.3% | +29.3% | +116.1% |
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