-83.7%
FIG vs SBAC
-13.0%
-70.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.5% |
| 7D | -13.1% | +1.2% | -14.3% | -13.3% |
| 30D | -13.0% | +11.2% | -24.2% | -15.2% |
| 3M | -21.5% | +4.5% | -26.0% | -22.4% |
| 6M | -2.5% | -12.2% | +9.7% | -0.9% |
| YTD | -49.7% | -0.1% | -49.5% | -51.6% |
| 1Y | -59.1% | -0.3% | -58.8% | -60.5% |
| All | -83.7% | -13.0% | -70.7% | -83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling