-23.8%
FICO vs SBAC
-8.7%
-15.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | -0.3% | +4.4% | -4.7% | -1.1% |
| 30D | +1.7% | +13.8% | -12.1% | -1.1% |
| 3M | -35.2% | +9.0% | -44.2% | -36.3% |
| 6M | -33.7% | -10.0% | -23.6% | -32.6% |
| YTD | -58.2% | +1.8% | -60.0% | -58.9% |
| 1Y | -56.6% | +1.1% | -57.7% | -57.3% |
| All | -23.8% | -8.7% | -15.1% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling