-57.9%
FICO vs SBAC
-0.4%
-57.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | -0.9% | +1.2% | -2.2% | -1.2% |
| 30D | +3.3% | +11.2% | -7.8% | +0.8% |
| 3M | -31.7% | +4.5% | -36.2% | -32.3% |
| 6M | -34.0% | -12.2% | -21.8% | -32.6% |
| YTD | -58.3% | -0.1% | -58.2% | -58.9% |
| 1Y | -57.9% | -0.3% | -57.7% | -58.5% |
| All | -57.9% | -0.4% | -57.5% | -58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling