+93.4%
FICO vs SBAC
-39.3%
+132.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +0.9% | +3.6% | -2.8% | -0.4% |
| 30D | +9.4% | +4.9% | +4.6% | +7.5% |
| 3M | -30.4% | +6.5% | -36.9% | -32.0% |
| 6M | -35.1% | -11.1% | -24.0% | -33.0% |
| YTD | -56.8% | +0.9% | -57.7% | -57.8% |
| 1Y | -58.4% | -1.6% | -56.8% | -59.0% |
| 3Y | -26.7% | -7.0% | -19.7% | -28.4% |
| All | +93.4% | -39.3% | +132.7% | +124.6% |
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