-52.0%
FIG vs SBAC
-2.9%
-49.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.5% |
| 7D | +3.4% | +0.6% | +2.8% | +3.3% |
| 30D | -9.5% | +5.5% | -14.9% | -10.4% |
| 3M | -26.2% | +3.1% | -29.3% | -26.6% |
| 6M | +2.7% | -7.0% | +9.7% | +2.6% |
| YTD | -48.0% | +0.5% | -48.5% | -51.0% |
| 1Y | -52.0% | +0.2% | -52.3% | -54.9% |
| All | -52.0% | -2.9% | -49.1% | -54.9% |
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