+531.6%
FICO vs SBAC
+97.3%
+434.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.5% |
| 7D | -0.1% | +3.0% | -3.0% | -1.5% |
| 30D | +8.4% | +4.3% | +4.1% | +6.2% |
| 3M | -30.5% | +4.1% | -34.6% | -32.0% |
| 6M | -35.7% | -11.6% | -24.1% | -32.9% |
| YTD | -57.2% | +0.4% | -57.6% | -58.5% |
| 1Y | -58.4% | -1.1% | -57.3% | -59.4% |
| 3Y | -24.8% | -7.3% | -17.6% | -27.2% |
| 5Y | +79.3% | -40.8% | +120.0% | +115.8% |
| 10Y | +531.6% | +103.0% | +428.7% | +400.3% |
| All | +531.6% | +97.3% | +434.4% | +400.3% |
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