-55.8%
FIG vs SBAC
-3.2%
-52.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.2% |
| 7D | -16.3% | -0.8% | -15.5% | -16.2% |
| 30D | -14.3% | +6.9% | -21.2% | -15.4% |
| 3M | +7.2% | -8.2% | +15.4% | +7.6% |
| 6M | -18.6% | -1.6% | -17.0% | -21.6% |
| YTD | -35.5% | -0.1% | -35.3% | -38.4% |
| 1Y | -55.8% | -0.5% | -55.3% | -55.6% |
| All | -55.8% | -3.2% | -52.6% | -55.6% |
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 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