+539.5%
FICO vs SBAC
+109.8%
+429.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +4.0% | -2.8% | +6.8% | +5.2% |
| 30D | -1.5% | +3.1% | -4.6% | -3.1% |
| 3M | -29.8% | +5.1% | -34.9% | -31.6% |
| 6M | -33.3% | -11.4% | -21.9% | -30.4% |
| YTD | -56.9% | +0.2% | -57.1% | -58.1% |
| 1Y | -59.5% | -3.9% | -55.5% | -59.9% |
| 3Y | -26.9% | -7.7% | -19.2% | -29.0% |
| 5Y | +92.9% | -39.7% | +132.7% | +129.9% |
| 10Y | +539.5% | +111.9% | +427.6% | +394.1% |
| All | +539.5% | +109.8% | +429.7% | +394.1% |
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