+225.5%
FFIV vs SBAC
+76.8%
+148.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -1.5% | -0.1% | -1.5% | -1.5% |
| 30D | -2.7% | +3.2% | -5.9% | -3.3% |
| 3M | -1.7% | -5.1% | +3.4% | -0.9% |
| 6M | +36.1% | -2.1% | +38.2% | +35.2% |
| YTD | +52.6% | -0.5% | +53.1% | +50.6% |
| 1Y | +21.5% | +1.1% | +20.4% | +19.2% |
| 3Y | +142.7% | -7.4% | +150.1% | +137.0% |
| 5Y | +92.6% | -44.3% | +136.9% | +114.8% |
| 10Y | +225.5% | +77.6% | +147.9% | +217.0% |
| All | +225.5% | +76.8% | +148.7% | +217.0% |
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