+101.7%
FICO vs SBAC
-43.7%
+145.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.1% | -15.6% | -16.3% |
| 7D | -19.2% | -0.8% | -18.4% | -18.9% |
| 30D | -14.6% | +6.9% | -21.5% | -16.4% |
| 3M | -20.1% | -8.2% | -11.9% | -18.0% |
| 6M | -36.3% | -1.6% | -34.7% | -36.8% |
| YTD | -44.9% | -0.1% | -44.7% | -45.8% |
| 1Y | -38.6% | -0.5% | -38.2% | -39.6% |
| 3Y | +4.0% | -9.1% | +13.0% | +2.6% |
| All | +101.7% | -43.7% | +145.3% | +136.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling