-51.7%
FIG vs SBAC
+2.4%
-54.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.8% | -0.6% | +4.1% |
| 7D | -4.7% | +5.8% | -10.5% | -5.7% |
| 30D | +0.5% | +20.8% | -20.3% | -3.3% |
| 3M | -18.4% | +4.8% | -23.2% | -19.2% |
| 6M | +10.9% | -9.1% | +20.0% | +11.0% |
| YTD | -40.8% | +3.1% | -43.9% | -44.0% |
| 1Y | -51.7% | +2.2% | -53.9% | -54.3% |
| All | -51.7% | +2.4% | -54.1% | -54.3% |
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 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